Link between grade measures of dependence and of separability in pairs of conditional distributions

DOI10.1016/S0167-7152(99)00125-XzbMath0943.62057MaRDI QIDQ1970832

Teresa Kowalczyk

Publication date: 10 September 2000

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

zbMATH Keywords

copulaKendall's tauSpearman's rhograde correlationmonotone dependenceconcentration curves

Mathematics Subject Classification ID

Measures of association (correlation, canonical correlation, etc.) (62H20) Probability distributions: general theory (60E05) Characterization and structure theory of statistical distributions (62E10)

Related Items (3)

An algorithm for maximizing Kendall's \(\tau\). ⋮ Decomposition of Kendall's \(\tau\): Implications for clustering ⋮ Some properties of random stationary sequences with bivariate densities having diagonal expansions and nonparametric estimators based on them^*

Cites Work

• On the performance of a discriminant function
• The area above the ordinal dominance graph and the area below the receiver operating characteristic graph
• On measures of dependence
• Operations on distribution functions not derivable from operations on random variables
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