A note on the maximum difference between Schweizer and Wolff's \sigma and the absolute value of Spearman's \rho

In this note we correct an error on the possible maximum difference between the (measure of dependence) Schweizer and Wolff's sigma and the absolute value of the (measure of concordance) Spearman's rho given in [B. Schweizer and E. F. Wolff, On nonparametric measures of dependence for random variables, Ann. Statist., ۹ (۱۹۸۱), ۸۷۹-۸۸۵]. Moreover, we provide a possible value for that possible, leaving its proof as an open problem.

کلیدواژه ها:

‎Copula ، Schweizer and Wolff's sigma‎ ، ‎Spearman's rho‎