On grade transformation and its implications for copulas

zbMATH Open1272.62041MaRDI QIDQ367520FDOQ367520

Authors: Magdalena Niewiadomska-Bugaj', Teresa Kowalczyk 

Publication date: 16 September 2013

Published in: Brazilian Journal of Probability and Statistics (Search for Journal in Brave)

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zbMATH Keywords

copulaSpearman's \(\rho\)Gini correlationgrade transformationKendall's \(\tau\)

Mathematics Subject Classification ID

Characterization and structure theory for multivariate probability distributions; copulas (62H05) Measures of association (correlation, canonical correlation, etc.) (62H20) Characterization and structure theory of statistical distributions (62E10)

Cited In (6)

• Bounds on multivariate Kendall's tau and Spearman's rho for zero-inflated continuous variables and their application to insurance
• Matching the grade correlation coefficient using a copula with maximum disorder
• Copulas: A Review and Recent Developments
• Copula-based regression models: a survey
• On rank correlation measures for non-continuous random variables
• Association of zero-inflated continuous variables

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