A link between Kendall's tau, the length measure and the surface of bivariate copulas, and a consequence to copulas with self-similar support

Working with shuffles we establish a close link between Kendall's tau, the so-called length measure, and the surface area of bivariate copulas and derive some consequences. While it is well-known that Spearman's rho of a bivariate copula A is a rescaled version of the volume of the area under the graph of A, in this contribution we show that the other famous concordance measure, Kendall's tau, allows for a simple geometric interpretation as well - it is inextricably linked to the surface area of A.Comment: 12 pages, 3 figure

Baire category results for quasi–copulas

AbstractThe aim of this manuscript is to determine the relative size of several functions (copulas, quasi– copulas) that are commonly used in stochastic modeling. It is shown that the class of all quasi–copulas that are (locally) associated to a doubly stochastic signed measure is a set of first category in the class of all quasi– copulas. Moreover, it is proved that copulas are nowhere dense in the class of quasi-copulas. The results are obtained via a checkerboard approximation of quasi–copulas

Why GPS makes distances bigger than they are

Global Navigation Satellite Systems (GNSS), such as the Global Positioning System (GPS), are among the most important sensors for movement analysis. GPS is widely used to record the trajectories of vehicles, animals and human beings. However, all GPS movement data are affected by both measurement and interpolation error. In this article we show that measurement error causes a systematic bias in distances recorded with a GPS: the distance between two points recorded with a GPS is -- on average -- bigger than the true distance between these points. This systematic `overestimation of distance' becomes relevant if the influence of interpolation error can be neglected, which is the case for movement sampled at high frequencies. We provide a mathematical explanation of this phenomenon and we illustrate that it functionally depends on the autocorrelation of GPS measurement error ($C$). We argue that $C$ can be interpreted as a quality measure for movement data recorded with a GPS. If there is strong autocorrelation any two consecutive position estimates have very similar error. This error cancels out when average speed, distance or direction are calculated along the trajectory. Based on our theoretical findings we introduce a novel approach to determine $C$ in real-world GPS movement data sampled at high frequencies. We apply our approach to a set of pedestrian and a set of car trajectories. We find that the measurement error in the data is strongly spatially and temporally autocorrelated and give a quality estimate of the data. Finally, we want to emphasize that all our findings are not limited to GPS alone. The systematic bias and all its implications are bound to occur in any movement data collected with absolute positioning if interpolation error can be neglected.Comment: 17 pages, 8 figures, submitted to IJGI