Concordance measures for multivariate non-continuous random vectors (Q604355)
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scientific article; zbMATH DE number 5814749
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| English | Concordance measures for multivariate non-continuous random vectors |
scientific article; zbMATH DE number 5814749 |
Statements
Concordance measures for multivariate non-continuous random vectors (English)
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10 November 2010
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discontinuous distributions
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copula
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Kendall's tau
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multivariate concordance
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Spearman's rho
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Spearman's footrule
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0.8919171
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0.87722445
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0.87644905
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0.86882335
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0.8645367
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