Analytical proofs of classical inequalities between Spearman's \(\rho\) and Kendall's \(\tau \)
type: Item
instance of: scholarly article
title: Analytical proofs of classical inequalities between Spearman's \(\rho\) and Kendall's \(\tau \)
zbMATH Open document ID: 1419.62146
author: Christian Genest
author: Johanna Nešlehová
published in: Journal of Statistical Planning and Inference
publication date: 2009-09-14T00:00:00Z
Mathematics Subject Classification ID: 62H20
Mathematics Subject Classification ID: 60E15
zbMATH DE Number: 5603629
zbMATH Keywords: Jensen's inequality
zbMATH Keywords: Kendall's \(\tau \)
zbMATH Keywords: Spearman's \(\rho \)
MaRDI profile type: Publication
full work available at URL: j.jspi.2009.05.017
OpenAlex ID: W1968693764
cites work: Spearman's ρ is larger than kendall's τ for positively dependent random variables
cites work: Q5800104
cites work: Q5808673
cites work: Q5808672
cites work: On the relationship between Spearman's rho and Kendall's tau for pairs of continuous random variables
cites work: Ordinal Measures of Association
cites work: An introduction to copulas.
DOI: 10.1016/J.JSPI.2009.05.017
description: scientific article; zbMATH DE number 5603629