On rank correlation measures for non-continuous random variables (Q873621)
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scientific article; zbMATH DE number 5138713
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | On rank correlation measures for non-continuous random variables |
scientific article; zbMATH DE number 5138713 |
Statements
On rank correlation measures for non-continuous random variables (English)
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29 March 2007
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copula
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empirical copula
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Kendall's tau
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measures of association
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non-continuous
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Spearman's rho
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measures of concordance empirical distributions
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