Kendall's \(\tau\) is equal to the correlation coefficient for the BVE distribution
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Publication:689539
DOI10.1016/0167-7152(93)90264-JzbMath0817.62048MaRDI QIDQ689539
Publication date: 2 January 1994
Published in: Statistics \& Probability Letters (Search for Journal in Brave)
concordance; Kendall's tau; correlation coefficient; measures of association; bivariate exponential distribution; bivariate distributions; Pearson's rho
62H20: Measures of association (correlation, canonical correlation, etc.)
Related Items
Dependency measures under bivariate homogeneous shock models, Comparison, utility, and partition of dependence under absolutely continuous and singular distributions, On the relationship between Pearson correlation coefficient and Kendall's tau under bivariate homogeneous shock model
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