Spearman rank correlation of the bivariate Student t and scale mixtures of normal distributions

DOI10.1016/J.JMVA.2020.104650zbMATH Open1448.62086OpenAlexW3035458135MaRDI QIDQ2196135FDOQ2196135

Authors: A. Heinen, Alfonso Valdesogo 

Publication date: 28 August 2020

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

Full work available at URL: https://doi.org/10.1016/j.jmva.2020.104650

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zbMATH Keywords

rank correlationSpearman's rhoStudent \(t\)scale mixture of normalsrank-based estimation

Mathematics Subject Classification ID

Estimation in multivariate analysis (62H12) Measures of association (correlation, canonical correlation, etc.) (62H20)

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Cited In (2)

• Dependence properties of bivariate copula families
• Asymptotic properties of Spearman's footrule and Gini's gamma in bivariate normal model

Uses Software

• QRM

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