Some new measures of dependence for random variables based on Spearman's ρ and Kendall's τ

DOI10.1080/10485252.2018.1486403zbMath1411.62151OpenAlexW2809025061MaRDI QIDQ4559456

Dawei Lu, Xiaoguang Wang, Lixin Song, Lingyue Zhang

Publication date: 3 December 2018

Published in: Journal of Nonparametric Statistics (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1080/10485252.2018.1486403

zbMATH Keywords

correlationKendall's taurandom variabledependenceSpearman's rhoU statisticsdependence measurePearson's correlation

Mathematics Subject Classification ID

Multivariate distribution of statistics (62H10) Nonparametric estimation (62G05) Hypothesis testing in multivariate analysis (62H15) Measures of association (correlation, canonical correlation, etc.) (62H20) Order statistics; empirical distribution functions (62G30)

Related Items (2)

The essential dependence for a group of random vectors ⋮ Measuring and testing interdependence among random vectors based on Spearman's \(\rho\) and Kendall's \(\tau\)

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