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

DOI10.1080/10485252.2018.1486403zbMath1411.62151MaRDI 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

correlation; Kendall's tau; random variable; dependence; Spearman's rho; U statistics; dependence measure; Pearson's correlation

Mathematics Subject Classification ID

62H10: Multivariate distribution of statistics

62G05: Nonparametric estimation

62H15: Hypothesis testing in multivariate analysis

62H20: Measures of association (correlation, canonical correlation, etc.)

62G30: Order statistics; empirical distribution functions

Related Items

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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