Some new measures of dependence for random variables based on Spearman's <i>ρ</i> and Kendall's <i>τ</i> (Q4559456)
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scientific article; zbMATH DE number 6988048
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Some new measures of dependence for random variables based on Spearman's <i>ρ</i> and Kendall's <i>τ</i> |
scientific article; zbMATH DE number 6988048 |
Statements
Some new measures of dependence for random variables based on Spearman's <i>ρ</i> and Kendall's <i>τ</i> (English)
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3 December 2018
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dependence
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dependence measure
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random variable
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correlation
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Pearson's correlation
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U statistics
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Spearman's rho
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Kendall's tau
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