Spearman rank correlation of the bivariate Student \(t\) and scale mixtures of normal distributions

DOI10.1016/j.jmva.2020.104650zbMath1448.62086OpenAlexW3035458135MaRDI QIDQ2196135

Alfonso Valdesogo, Andréas Heinen

Publication date: 28 August 2020

Published in: Journal of Multivariate Analysis (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/j.jmva.2020.104650

zbMATH Keywords

scale mixture of normalsSpearman's rhorank correlationStudent \(t\)rank-based estimation

Mathematics Subject Classification ID

Estimation in multivariate analysis (62H12) Measures of association (correlation, canonical correlation, etc.) (62H20)

Related Items

Asymptotic properties of Spearman's footrule and Gini's gamma in bivariate normal model

Uses Software

• QRM

Cites Work

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