Geometry of a corelation coefficient under a copula

DOI10.1080/03610929608831773MaRDI QIDQ4337202zbMATHOpenAlexFDO

Authors Dou Long, Roman Krzysztofowicz

Publication date 19 May 1997

Published in Communications in Statistics: Theory and Methods (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1080/03610929608831773

zbMATH Keywords

copulaassociationPearson's correlation coefficientSpearman's rank correlation coefficientgeometry of correlation

Mathematics Subject Classification ID

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

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Cites work

• A Family of Bivariate Densities Constructed from Marginals
• On measures of association as measures of positive dependence
• Ordinal Measures of Association

Cited in

(10)

• Matching a correlation coefficient by a Gaussian copula
• On the length of copula level curves
• Concordance and Gini's measure of association
• On relationships between the Pearson and the distance correlation coefficients
• scientific article; zbMATH DE number 54080 (Why is no real title available?)
• Copula function's concentration set and its concentrated partition
• Spearman coefficient for functions
• Few remarks on the geometry of the uncentered coefficient of determination
• One more geometric interpretation of Pearson's correlation
• A geometric approach to correlation inequalities in the plane

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