Geometry of a corelation coefficient under a copula

DOI10.1080/03610929608831773zbMath0875.62247OpenAlexW2103171264MaRDI QIDQ4337202

Dou Long, Roman Krzysztofowicz

Publication date: 19 May 1997

Published in: Communications in Statistics - Theory and Methods (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1080/03610929608831773

zbMATH Keywords

copulaassociationPearson's correlation coefficientSpearman's rank correlation coefficientgeometry of correlation

Mathematics Subject Classification ID

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

Related Items (1)

Concordance and Gini's measure of association

Cites Work

• On measures of association as measures of positive dependence
• Ordinal Measures of Association
• A Family of Bivariate Densities Constructed from Marginals

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