Proof of a conjecture on Spearman's and Kendall's for sample minimum and maximum

DOI10.1016/J.JSPI.2005.08.048MaRDI QIDQ2433845zbMATH OpenOpenAlexWikidataFDO

Authors Xiaohu Li, Zhouping Li

Publication date 30 October 2006

Published in Journal of Statistical Planning and Inference (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1016/j.jspi.2005.08.048

Mathematics Subject Classification ID

Measures of association (correlation, canonical correlation, etc.) (62H20)

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Cites work

• An introduction to copulas. Properties and applications
• On measures of association as measures of positive dependence
• On nonparametric measures of dependence for random variables
• Revealing the dependence structure between \(X_{(1)}\) and \(X_{(n)}\)

Cited in

(10)

• Study of some measures of dependence between order statistics and systems
• Revealing the dependence structure between \(X_{(1)}\) and \(X_{(n)}\)
• Stochastic comparisons of order statistics and spacings: a review
• On the relationship between Spearman's rho and Kendall's tau for pairs of continuous random variables
• A note on the relationship between Spearman's \(\rho \) and Kendall's \(\tau \) for extreme order statistics
• Spearman's ρ is larger than kendall's τ for positively dependent random variables
• Simulated annealing for the bounds of Kendall's τ and Spearman's ρ
• Dependence structure of extreme order statistics
• Upper Bound for the Expected Minimum of Dependent Random Variables with Known Kendall's Tau
• Robustness and monotonicity properties of generalized correlation coefficients

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