Kendall's is equal to the correlation coefficient for the BVE distribution

DOI10.1016/0167-7152(93)90264-JMaRDI QIDQ689539zbMATH OpenFDO

Authors Michael D. deB. Edwardes

Publication date 2 January 1994

Published in Statistics \& Probability Letters (Search for Journal in Brave)

zbMATH Keywords

Kendall's taumeasures of associationconcordancebivariate exponential distributioncorrelation coefficientbivariate distributionsPearson's rho

Mathematics Subject Classification ID

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

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Cites work

• scientific article; zbMATH DE number 4056803 (Why is no real title available?)
• scientific article; zbMATH DE number 3393603 (Why is no real title available?)
• scientific article; zbMATH DE number 3049708 (Why is no real title available?)
• A Multivariate Exponential Distribution
• On the robustness of the correlation coefficient in sampling from a mixture of two bivariate normals
• Ordinal Measures of Association
• The Effect of Category Choice on Some Ordinal Measures of Association
• The performance of some correlation coefficients for a general bivariate distribution

Cited in

(3)

• Comparison, utility, and partition of dependence under absolutely continuous and singular distributions
• Dependency measures under bivariate homogeneous shock models
• On the relationship between Pearson correlation coefficient and Kendall's tau under bivariate homogeneous shock model

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