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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+On the dependence structure of order statistics
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+Spearman's ρ is larger than kendall's τ for positively dependent random variables
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+Kendall's tau for serial dependence
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+Normal rank
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+On the relationship between Spearman's rho and Kendall's tau for pairs of continuous random variables
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+Q4148672
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+Q4000335
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+Proof of a conjecture on Spearman's \(\rho\) and Kendall's \(\tau\) for sample minimum and maximum
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+Revealing the dependence structure between \(X_{(1)}\) and \(X_{(n)}\)
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