The exact region between Chatterjee’s and Blest’s rank correlations

Exact regions between dependence measures describe the set of all value pairs that can be attained simultaneously, and thus yield sharp inequalities between them. In this paper, we determine the exact region between Chatterjee’s rank correlation ξ and Blest’s rank correlation ν over the class of all bivariate copulas. Our approach is based on a constrained optimization problem whose solution is characterized by Karush–Kuhn–Tucker conditions. This leads to a novel copula family that uniquely traces the boundary of the exact region. For this family, we derive closed-form expressions for both ξ and ν , which provide an explicit parametrization of the boundary.