On the relationship between Spearman's rho and Kendall's tau for pairs of continuous random variables
From MaRDI portal
Publication:2455698
Recommendations
- Spearman's ρ is larger than kendall's τ for positively dependent random variables
- A note on the relationship between Spearman's \(\rho \) and Kendall's \(\tau \) for extreme order statistics
- A conjecture about the comparison of Spearman's rho and Kendall's tau under power transformation of bivariate exponential model
- A note on the relationships between Spearman's and Kendall's under bivariate homogeneous shock model
- On measures of association as measures of positive dependence
Cites work
- A new class of bivariate copulas.
- An introduction to copulas.
- Correlation and dependence
- scientific article; zbMATH DE number 50707 (Why is no real title available?)
- scientific article; zbMATH DE number 3576563 (Why is no real title available?)
- scientific article; zbMATH DE number 3238721 (Why is no real title available?)
- scientific article; zbMATH DE number 3060916 (Why is no real title available?)
- Hutchinson -- Lai's conjecture for bivariate extreme value copulas.
- On measures of association as measures of positive dependence
- On nonparametric measures of dependence for random variables
- Ordinal Measures of Association
- Proof of a conjecture on Spearman's \(\rho\) and Kendall's \(\tau\) for sample minimum and maximum
- Revealing the dependence structure between \(X_{(1)}\) and \(X_{(n)}\)
- Some Concepts of Dependence
- Spearman's ρ is larger than kendall's τ for positively dependent random variables
Cited in
(53)- Study of some measures of dependence between order statistics and systems
- My introduction to copulas. An interview with Roger Nelsen
- On the relationship between Pearson correlation coefficient and Kendall's tau under bivariate homogeneous shock model
- Stochastic comparisons of order statistics and spacings: a review
- A copula transformation in multivariate mixed discrete-continuous models
- A short history of statistical association: from correlation to correspondence analysis to copulas
- New results on perturbation-based copulas
- Bivariate Chen distribution based on copula function: properties and application of diabetic nephropathy
- Total positivity of copulas from a Markov kernel perspective
- On the exact region determined by Spearman's footrule and Gini's gamma
- A new class of copula regression models for modelling multivariate heavy-tailed data
- A bivariate extension of three-parameter generalized crack distribution for loss severity modelling
- Bounds on multivariate Kendall's tau and Spearman's rho for zero-inflated continuous variables and their application to insurance
- Modeling vine-production function: an approach based on vine copula
- Spearman rank correlation of the bivariate Student \(t\) and scale mixtures of normal distributions
- Efficient and accurate evaluation methods for concordance measures via functional tensor characterizations of copulas
- Asymmetric linkages: maxmin vs. reflected maxmin copulas
- Spearman's footrule and Gini's gamma: local bounds for bivariate copulas and the exact region with respect to Blomqvist's beta
- Study of partial and average conditional Kendall's tau
- A sharp inequality for Kendall's \(\tau\) and Spearman's \(\rho\) of extreme-value copulas
- On minimal copulas under the concordance order
- Constructing copulas from shock models with imprecise distributions
- Relation between non-exchangeability and measures of concordance of copulas
- Proof of a conjecture on Spearman's \(\rho\) and Kendall's \(\tau\) for sample minimum and maximum
- Hierarchical clustering of continuous variables based on the empirical copula process and permutation linkages
- A note on the relationship between Spearman's \(\rho \) and Kendall's \(\tau \) for extreme order statistics
- On the distribution of sums of random variables with copula-induced dependence
- On the limit of conditional Spearman's rho under the common factor model
- On the exact regions determined by Kendall's tau and other concordance measures
- Computation of general correlation coefficients for interval data
- A note on the relationships between Spearman's and Kendall's under bivariate homogeneous shock model
- A conjecture about the comparison of Spearman's rho and Kendall's tau under power transformation of bivariate exponential model
- Spearman's ρ is larger than kendall's τ for positively dependent random variables
- On dependency properties of the ISIs generated by a two-compartmental neuronal model
- Decomposition of independence using Pearson, Kendall and Spearman's correlations and association model for two-way classifications
- scientific article; zbMATH DE number 3986448 (Why is no real title available?)
- Lower semiquadratic copulas with a given diagonal section
- On the copula for multivariate extreme value distributions
- Some new measures of dependence for random variables based on Spearman's ρ and Kendall's τ
- Simulated annealing for the bounds of Kendall's τ and Spearman's ρ
- Copula representation of bivariate L-moments: a new estimation method for multiparameter two-dimensional copula models
- On the exact region determined by Kendall's and Spearman's
- On the exact region determined by Spearman's rho and Spearman's footrule
- Robustness and monotonicity properties of generalized correlation coefficients
- A novel positive dependence property and its impact on a popular class of concordance measures
- Degradation modeling of 2 fatigue-crack growth characteristics based on inverse Gaussian processes: a case study
- A new bivariate distribution with uniform marginals
- On exact regions between measures of concordance and Chatterjee's rank correlation for lower semilinear copulas
- On bivariate lower semilinear copulas and the star product
- Measures of association and dependence properties of nested random sets
- The exact region and an inequality between Chatterjee's and Spearman's rank correlations
- Analytical proofs of classical inequalities between Spearman's \(\rho\) and Kendall's \(\tau \)
- A class of copulas with piecewise linear horizontal sections
This page was built for publication: On the relationship between Spearman's rho and Kendall's tau for pairs of continuous random variables
Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q2455698)
