A Note on the Maximum Difference Between Schweizer and Wolff's $\sigma$ and the Absolute Value of Spearman's $\rho$

Subject Areas : Transactions on Fuzzy Sets and Systems

Manuel Ubeda-Flores ¹ (Department of Mathematics, University of Almer´ıa, Almer´ıa, Spain.)

Received: 2022-04-18 Accepted : 2022-04-18 Published : 2022-11-07

Keywords: ‎Copula, Schweizer and Wolff's $sigma$‎, ‎Spearman's $rho$‎,

Abstract :

In this note we correct an error on the possible maximum difference between the (measure of dependence) Schweizer and Wolff’s σ and the absolute value of the (measure of concordance) Spearman’s ρ given in [8]. Moreover, we provide a possible value for that possible, leaving its proof as an open problem.

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