On grade transformation and its implications for copulas

zbMath1272.62041MaRDI QIDQ367520

Teresa Kowalczyk, Magdalena Niewiadomska-Bugaj'

Publication date: 16 September 2013

Published in: Brazilian Journal of Probability and Statistics (Search for Journal in Brave)

zbMATH Keywords

copulaGini correlationgrade transformationKendall's \(\tau\)Spearman's \(\rho\)

Mathematics Subject Classification ID

Measures of association (correlation, canonical correlation, etc.) (62H20) Characterization and structure theory for multivariate probability distributions; copulas (62H05) Characterization and structure theory of statistical distributions (62E10)

Related Items (4)

Copula-based regression models: a survey ⋮ Bounds on multivariate Kendall's tau and Spearman's rho for zero-inflated continuous variables and their application to insurance ⋮ Copulas: A Review and Recent Developments ⋮ Association of zero-inflated continuous variables

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