Spearman's ρ is larger than kendall's τ for positively dependent random variables

DOI10.1080/10485259308832551zbMath1360.62294OpenAlexW2020207439MaRDI QIDQ3432341

Philippe Capéraà, Christian Genest

Publication date: 16 April 2007

Published in: Journal of Nonparametric Statistics (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1080/10485259308832551

Mathematics Subject Classification ID

Measures of association (correlation, canonical correlation, etc.) (62H20) Nonparametric inference (62G99)

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