Some new measures of dependence for random variables based on Spearman's <i>ρ</i> and Kendall's <i>τ</i> (Q4559456): Difference between revisions

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Latest revision as of 14:04, 17 July 2024

scientific article; zbMATH DE number 6988048
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English
Some new measures of dependence for random variables based on Spearman's <i>ρ</i> and Kendall's <i>τ</i>
scientific article; zbMATH DE number 6988048

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    Some new measures of dependence for random variables based on Spearman's <i>ρ</i> and Kendall's <i>τ</i> (English)
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    3 December 2018
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    dependence
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    dependence measure
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    random variable
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    correlation
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    Pearson's correlation
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    U statistics
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    Spearman's rho
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    Kendall's tau
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