Measuring and testing interdependence among random vectors based on Spearman's \(\rho\) and Kendall's \(\tau\) (Q2228222)
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English | Measuring and testing interdependence among random vectors based on Spearman's \(\rho\) and Kendall's \(\tau\) |
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Measuring and testing interdependence among random vectors based on Spearman's \(\rho\) and Kendall's \(\tau\) (English)
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17 February 2021
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Spearman's \(\rho\)
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Kendall's \(\tau\)
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dependence
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U-statistic
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copula
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