A conjecture about the comparison of Spearman's rho and Kendall's tau under power transformation of bivariate exponential model

zbMATH Open1279.62113MaRDI QIDQ2885032FDOQ2885032

Authors: Jiantian Wang 

Publication date: 21 May 2012

Published in: Far East Journal of Theoretical Statistics (Search for Journal in Brave)

Full work available at URL: http://www.pphmj.com/abstract/6378.htm

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zbMATH Keywords

Spearman's \(\rho\)dependency measuresKendall's \(\tau\)bivariate exponential model

Mathematics Subject Classification ID

Characterization and structure theory for multivariate probability distributions; copulas (62H05)

Cited In (4)

• Spearman's ρ is larger than kendall's τ for positively dependent random variables
• On the relationship between Spearman's rho and Kendall's tau for pairs of continuous random variables
• A note on the relationships between Spearman's \(\rho\) and Kendall's \(\tau\) under bivariate homogeneous shock model
• Proof of a conjecture on Spearman's \(\rho\) and Kendall's \(\tau\) for sample minimum and maximum

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