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A note on the relationships between Spearman's \(\rho\) and Kendall's \(\tau\) under bivariate homogeneous shock model - MaRDI portal

A note on the relationships between Spearman's \(\rho\) and Kendall's \(\tau\) under bivariate homogeneous shock model (Q2862614)

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scientific article; zbMATH DE number 6228328
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English
A note on the relationships between Spearman's \(\rho\) and Kendall's \(\tau\) under bivariate homogeneous shock model
scientific article; zbMATH DE number 6228328

    Statements

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    18 November 2013
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    association measure
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    bivariate homogeneous shock model
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    Kendall's \(\tau\)
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    Spearman's \(\rho\)
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    A note on the relationships between Spearman's \(\rho\) and Kendall's \(\tau\) under bivariate homogeneous shock model (English)
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    Identifiers