A note on the relationship between Spearman's \(\rho \) and Kendall's \(\tau \) for extreme order statistics (Q2455701)
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scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | A note on the relationship between Spearman's \(\rho \) and Kendall's \(\tau \) for extreme order statistics |
scientific article |
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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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