Concordance and Gini's measure of association

DOI10.1080/10485259808832744zbMath0919.62057OpenAlexW1997997984MaRDI QIDQ4222480

Roger B. Nelsen

Publication date: 5 September 1999

Published in: Journal of Nonparametric Statistics (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1080/10485259808832744

zbMATH Keywords

concordancecopulasKendall's taumeasures of associationSpearman's rhoSpearman's footruleFrechet boundsGini's rank correlation coefficient

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)

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Cites Work

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• On nonparametric measures of dependence for random variables
• On measures of association as measures of positive dependence
• On the distribution of gini's rank association coefficient
• Ordinal Measures of Association
• A Rank Correlation Coefficient Resistant to Outliers
• Geometry of a corelation coefficient under a copula
• Copulas, Characterization, Correlation, and Counterexamples

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