Bounds on Spearman's rho when at least one random variable is discrete
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Publication:2157228
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Cites work
- scientific article; zbMATH DE number 3860199 (Why is no real title available?)
- scientific article; zbMATH DE number 3060916 (Why is no real title available?)
- scientific article; zbMATH DE number 3069562 (Why is no real title available?)
- Bounds on concordance-based validation statistics in regression models for binary responses
- Concordance-based predictive measures in regression models for discrete responses
- Generalized linear models for dependent frequency and severity of insurance claims
- On rank correlation measures for non-continuous random variables
- On the exact region determined by Kendall's \(\tau\) and Spearman's \(\rho\)
- On the properties of some nonparametric concordance measures in the discrete case
- Spatial modelling of claim frequency and claim size in non-life insurance
- Spearman's ρ is larger than kendall's τ for positively dependent random variables
- The concept of comonotonicity in actuarial science and finance: theory.
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