Analytical proofs of classical inequalities between Spearman's and Kendall's

DOI10.1016/J.JSPI.2009.05.017zbMATH Open1419.62146OpenAlexW1968693764MaRDI QIDQ840733FDOQ840733

Authors: Christian Genest, Johanna Nešlehová 

Publication date: 14 September 2009

Published in: Journal of Statistical Planning and Inference (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/j.jspi.2009.05.017

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zbMATH Keywords

Jensen's inequalityKendall's \(\tau \)Spearman's \(\rho \)

Mathematics Subject Classification ID

Measures of association (correlation, canonical correlation, etc.) (62H20) Inequalities; stochastic orderings (60E15)

Cites Work

• An introduction to copulas.
• Ordinal Measures of Association
• Spearman's ρ is larger than kendall's τ for positively dependent random variables
• On the relationship between Spearman's rho and Kendall's tau for pairs of continuous random variables
• Title not available (Why is that?)
• Title not available (Why is that?)
• Title not available (Why is that?)

Cited In (6)

• Computation of general correlation coefficients for interval data
• A counterexample to a conjecture of Hutchinson and Lai
• Spearman's footrule and Gini's gamma: local bounds for bivariate copulas and the exact region with respect to Blomqvist's beta
• On the size of the class of bivariate extreme-value copulas with a fixed value of Spearman's rho or Kendall's tau
• Revisiting the region determined by Spearman's \(\rho\) and Spearman's footrule \(\phi\)
• On the relationship between Pearson correlation coefficient and Kendall's tau under bivariate homogeneous shock model

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