A counterexample to a conjecture of Hutchinson and Lai
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Publication:961007
DOI10.1016/j.crma.2010.01.026zbMath1194.60022OpenAlexW1983599198WikidataQ123356374 ScholiaQ123356374MaRDI QIDQ961007
Christian Genest, Thomas Ransford, Patrick Munroe
Publication date: 29 March 2010
Published in: Comptes Rendus. Mathématique. Académie des Sciences, Paris (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1016/j.crma.2010.01.026
Related Items (3)
A novel positive dependence property and its impact on a popular class of concordance measures ⋮ On the relationship between Pearson correlation coefficient and Kendall's tau under bivariate homogeneous shock model ⋮ A sharp inequality for Kendall's \(\tau\) and Spearman's \(\rho\) of extreme-value copulas
Cites Work
- Analytical proofs of classical inequalities between Spearman's \(\rho\) and Kendall's \(\tau \)
- An introduction to copulas. Properties and applications
- Hutchinson -- Lai's conjecture for bivariate extreme value copulas.
- Spearman's ρ is larger than kendall's τ for positively dependent random variables
- Some Concepts of Dependence
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