On measures of association as measures of positive dependence

DOI10.1016/0167-7152(92)90056-BzbMath0761.62075OpenAlexW2013264746MaRDI QIDQ1195572

Roger B. Nelsen

Publication date: 14 December 1992

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

Full work available at URL: https://doi.org/10.1016/0167-7152(92)90056-b

zbMATH Keywords

copulasKendall's taumeasures of associationSpearman's rhopositive dependence propertiesmeasure of average positive quadrant dependencemeasure of average total positivitytotal positivity of order two

Mathematics Subject Classification ID

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

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