Kendall's \(\tau\) is equal to the correlation coefficient for the BVE distribution

DOI10.1016/0167-7152(93)90264-JzbMath0817.62048MaRDI QIDQ689539

Michael D. deB. Edwardes

Publication date: 2 January 1994

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

zbMATH Keywords

concordanceKendall's taucorrelation coefficientmeasures of associationbivariate exponential distributionbivariate distributionsPearson's rho

Mathematics Subject Classification ID

Measures of association (correlation, canonical correlation, etc.) (62H20)

Related Items (3)

Dependency measures under bivariate homogeneous shock models ⋮ Comparison, utility, and partition of dependence under absolutely continuous and singular distributions ⋮ On the relationship between Pearson correlation coefficient and Kendall's tau under bivariate homogeneous shock model

Cites Work

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• Ordinal Measures of Association
• The performance of some correlation coefficients for a general bivariate distribution
• On the robustness of the correlation coefficient in sampling from a mixture of two bivariate normals
• The Effect of Category Choice on Some Ordinal Measures of Association
• A Multivariate Exponential Distribution

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