A note on the relationship between Spearman's \(\rho \) and Kendall's \(\tau \) for extreme order statistics (Q2455701): Difference between revisions

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Property / full work available at URL: https://doi.org/10.1016/j.jspi.2006.07.003 / rank
 
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Property / cites work: On the dependence structure of order statistics / rank
 
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Latest revision as of 11:57, 27 June 2024

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A note on the relationship between Spearman's \(\rho \) and Kendall's \(\tau \) for extreme order statistics
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    A note on the relationship between Spearman's \(\rho \) and Kendall's \(\tau \) for extreme order statistics (English)
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    26 October 2007
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    Copula
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    order statistic
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    Spearman's \(\rho \)
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    Kendall's \(\tau\)
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