Analytical proofs of classical inequalities between Spearman's \(\rho\) and Kendall's \(\tau \) (Q840733): Difference between revisions

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Property / cites work: Spearman's ρ is larger than kendall's τ for positively dependent random variables / rank
 
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Property / cites work: On the relationship between Spearman's rho and Kendall's tau for pairs of continuous random variables / rank
 
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Property / cites work: Ordinal Measures of Association / rank
 
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Property / cites work: An introduction to copulas. / rank
 
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Latest revision as of 23:54, 1 July 2024

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Analytical proofs of classical inequalities between Spearman's \(\rho\) and Kendall's \(\tau \)
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    Analytical proofs of classical inequalities between Spearman's \(\rho\) and Kendall's \(\tau \) (English)
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    14 September 2009
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    Jensen's inequality
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    Kendall's \(\tau \)
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    Spearman's \(\rho \)
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