Multivariate concordance (Q1813538)
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scientific article; zbMATH DE number 6556
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Multivariate concordance |
scientific article; zbMATH DE number 6556 |
Statements
Multivariate concordance (English)
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25 June 1992
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L'auteur considère un ordre entre distributions multivariées fondé sur les notions de fonction de répartition et de fonction de survie. Il peut alors proposer, pour des distributions multidimensionelles, des versions du \(q\) de Blomqvist, du \(\tau\) de Kendall et du \(\rho\) de Spearman.
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Blomqvist's \(q\)
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Kendall's tau
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Spearman's rho
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multivariate concordance ordering
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ordering of multivariate distribution functions
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survival functions
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