Multivariate concordance

DOI10.1016/0047-259X(90)90013-8zbMath0741.62061OpenAlexW2913926970MaRDI QIDQ1813538

Publication date: 25 June 1992

Published in: Journal of Multivariate Analysis (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/0047-259x(90)90013-8

zbMATH Keywords

Kendall's tau survival functions Spearman's rho Blomqvist's \(q\)multivariate concordance ordering ordering of multivariate distribution functions

Mathematics Subject Classification ID

Measures of association (correlation, canonical correlation, etc.) (62H20) Characterization and structure theory for multivariate probability distributions; copulas (62H05)

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