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Analytical proofs of classical inequalities between Spearman's and Kendall's
6 references·1 citing·27 second hop
Analytical proofs of classical inequalities between Spearman's and Kendall's (2009)Analytical proofs of classical inequaliti…On the relationship between Spearman's rho and Kendall's tau for pairs of continuous random variables (2006)On the relationship between S…An Introduction to Copulas (1999)An Introduction to CopulasSpearman's ρ is larger than kendall's τ for positively dependent random variables (1993)Spearman's ρ is larger than k…Ordinal Measures of Association (1958)Ordinal Measures of Associati…Inversions and Rank Correlation Coefficients (1951)Inversions and Rank Correlati…Rank Correlation and Population Models (1950)Rank Correlation and Populati…On the size of the class of bivariate extreme-value copulas with a fixed value of Spearman's rho or Kendall's tau (2018)On the size of the class of b…The Proof and Measurement of Association between Two Things (1904)A NEW MEASURE OF RANK CORRELATION (1938)Rank Correlation Methods. (1957)Modelling Dependence with Copulas and Applications to Risk Management (2003)Everything You Always Wanted to Know about Copula Modeling but Were Afraid to Ask (2007)The t Copula and Related Copulas (2007)The Performance of Some Correlation Coefficients for a General Bivariate Distribution (1960)The Joy of Copulas: Bivariate Distributions with Uniform Marginals (1986)Archimedean copulae and positive dependence (2004)On rank correlation measures for non-continuous random variables (2006)Inference in multivariate Archimedean copula models (2011)On Nonparametric Measures of Dependence for Random Variables (1981)Multivariate non-normally distributed random variables in climate research – introduction to the copula approach (2008)Test-retest reliability of the eating disorder examination-questionnaire (EDE-Q) in a college sample (2013)Power outages and firm performance in Sub-Saharan Africa (2018)Quantitative Risk Management: Concepts, Techniques, and Tools (2005)Quantitative Risk Management: Concepts, Techniques, and Tools (2006)The method of paired comparisons for social values. (1927)Rank Correlation Methods. (1949)Rank aggregation methods (2010)A comparative analysis of Spearman's rho and Kendall's tau in normal and contaminated normal models (2012)Algorithmic monoculture and social welfare (2021)MODELLING ASYMMETRIC EXCHANGE RATE DEPENDENCE* (2006)Introductory Econometrics for Finance (2008)Note on Rank Biserial Correlation (1966)Copulas and Association (1991)A COPULA-BASED CORRELATION MEASURE AND ITS APPLICATION IN CHINESE STOCK MARKET (2009)
this work references cited by second hop

References

  • 1999An Introduction to Copulas7,743 cited
  • 1958Ordinal Measures of Association740 cited
  • 2006On the relationship between Spearman's rho and Kendall's tau for pairs of continuous random variables218 cited
  • 1950Rank Correlation and Population Models206 cited
  • 1993Spearman's ρ is larger than kendall's τ for positively dependent random variables90 cited
  • 1951Inversions and Rank Correlation Coefficients78 cited

Cited by

  • 2018On the size of the class of bivariate extreme-value copulas with a fixed value of Spearman's rho or Kendall's tau24 cited

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