On the relationship between Spearman's rho and Kendall's tau for pairs of continuous random variables
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Publication:2455698
DOI10.1016/j.jspi.2006.06.045zbMath1120.62045OpenAlexW2137362862MaRDI QIDQ2455698
Gregory A. Fredricks, Roger B. Nelsen
Publication date: 26 October 2007
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.2006.06.045
Asymptotic distribution theory in statistics (62E20) Measures of association (correlation, canonical correlation, etc.) (62H20) Characterization and structure theory for multivariate probability distributions; copulas (62H05)
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