Bounds on Spearman's rho when at least one random variable is discrete
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Publication:2157228
DOI10.1007/s13385-021-00289-8zbMath1493.62590OpenAlexW3189373754MaRDI QIDQ2157228
Pierre Zuyderhoff, Julien Trufin, M'hamed Mesfioui
Publication date: 27 July 2022
Published in: European Actuarial Journal (Search for Journal in Brave)
Full work available at URL: https://dipot.ulb.ac.be/dspace/bitstream/2013/336577/3/Spearman_DiscreteVariable_EAJ_Revision.pdf
Applications of statistics to actuarial sciences and financial mathematics (62P05) Measures of association (correlation, canonical correlation, etc.) (62H20) Actuarial mathematics (91G05)
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