Pages that link to "Item:Q3432341"

The following pages link to Spearman's ρ is larger than kendall's τ for positively dependent random variables (Q3432341):

Displaying 39 items.

• Bivariate dependence measures and bivariate competing risks models under the generalized FGM copula (Q141958) (← links)
• On the dependence structure of order statistics (Q557998) (← links)
• Robustness and monotonicity properties of generalized correlation coefficients (Q607215) (← links)
• On concordance measures for discrete data and dependence properties of Poisson model (Q609692) (← links)
• Matrix variance inequalities for multivariate distributions (Q713725) (← links)
• Analytical proofs of classical inequalities between Spearman's \(\rho\) and Kendall's \(\tau \) (Q840733) (← links)
• On rank correlation measures for non-continuous random variables (Q873621) (← links)
• A counterexample to a conjecture of Hutchinson and Lai (Q961007) (← links)
• Study of some measures of dependence between order statistics and systems (Q1041063) (← links)
• An extension of Osuna's model for stress caused by waiting (Q1598976) (← links)
• On the covariance between functions (Q1604615) (← links)
• Characterizations of bivariate conic, extreme value, and Archimax copulas (Q1616344) (← links)
• Strictly Archimedean copulas with complete association for multivariate dependence based on the Clayton family (Q1648675) (← links)
• Inference in multivariate Archimedean copula models (Q1761523) (← links)
• Nonparametric measures of dependence for biometric data studies (Q1776852) (← links)
• Archimedean copulae and positive dependence (Q1776879) (← links)
• Revealing the dependence structure between \(X_{(1)}\) and \(X_{(n)}\) (Q1883279) (← links)
• On the relationship between Pearson correlation coefficient and Kendall's tau under bivariate homogeneous shock model (Q1952681) (← links)
• Stochastic comparisons and bounds for conditional distributions by using copula properties (Q1994046) (← links)
• Stochastic monotonicity and the Markov product for copulas (Q2041744) (← links)
• On the class of bivariate Archimax copulas under constraints (Q2049228) (← links)
• On the class of truncation invariant bivariate copulas under constraints (Q2069761) (← links)
• Total positivity of copulas from a Markov kernel perspective (Q2084845) (← links)
• Receiver operating characteristic (ROC) movies, universal ROC (UROC) curves, and coefficient of predictive ability (CPA) (Q2102340) (← links)
• Bounds on Spearman's rho when at least one random variable is discrete (Q2157228) (← links)
• The key role of convexity in some copula constructions (Q2181914) (← links)
• Spearman rank correlation of the bivariate Student \(t\) and scale mixtures of normal distributions (Q2196135) (← links)
• On minimal copulas under the concordance order (Q2302826) (← links)
• Ultramodularity and copulas (Q2453639) (← links)
• On the relationship between Spearman's rho and Kendall's tau for pairs of continuous random variables (Q2455698) (← links)
• A note on the relationship between Spearman's \(\rho \) and Kendall's \(\tau \) for extreme order statistics (Q2455701) (← links)
• (Q3552469) (← links)
• Statistical Modeling of Temporal Dependence in Financial Data via a Copula Function (Q3625345) (← links)
• A law of uniform seniority for dependent lives (Q5014495) (← links)
• Discrimination among bivariate beta-generated distributions (Q5147567) (← links)
• A method for constructing asymmetric pair-copula and its application (Q5154070) (← links)
• On the properties of some nonparametric concordance measures in the discrete case (Q5460696) (← links)
• Sign and rank covariance matrices (Q5928952) (← links)
• A novel positive dependence property and its impact on a popular class of concordance measures (Q6189152) (← links)