Some new measures of dependence for random variables based on Spearman's ρ and Kendall's τ
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Publication:4559456
DOI10.1080/10485252.2018.1486403zbMath1411.62151OpenAlexW2809025061MaRDI QIDQ4559456
Dawei Lu, Xiaoguang Wang, Lixin Song, Lingyue Zhang
Publication date: 3 December 2018
Published in: Journal of Nonparametric Statistics (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1080/10485252.2018.1486403
correlationKendall's taurandom variabledependenceSpearman's rhoU statisticsdependence measurePearson's correlation
Multivariate distribution of statistics (62H10) Nonparametric estimation (62G05) Hypothesis testing in multivariate analysis (62H15) Measures of association (correlation, canonical correlation, etc.) (62H20) Order statistics; empirical distribution functions (62G30)
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The essential dependence for a group of random vectors ⋮ Measuring and testing interdependence among random vectors based on Spearman's \(\rho\) and Kendall's \(\tau\)
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