Some new measures of dependence for random variables based on Spearman's ρ and Kendall's τ
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Publication:4559456
DOI10.1080/10485252.2018.1486403zbMath1411.62151MaRDI QIDQ4559456
Dawei Lu, Lixin Song, Xiaoguang Wang, 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
correlation; Kendall's tau; random variable; dependence; Spearman's rho; U statistics; dependence measure; Pearson's correlation
62H10: Multivariate distribution of statistics
62G05: Nonparametric estimation
62H15: Hypothesis testing in multivariate analysis
62H20: Measures of association (correlation, canonical correlation, etc.)
62G30: Order statistics; empirical distribution functions