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Spearman's ρ is larger than kendall's τ for positively dependent random variables
5 references·13 citing·45 second hop
Spearman's ρ is larger than kendall's τ for positively dependent random variables (1993)Spearman's ρ is larger than kendall's τ f…The Joy of Copulas: Bivariate Distributions with Uniform Marginals (1986)The Joy of Copulas: Bivariate…Copules archimédiennes et families de lois bidimensionnelles dont les marges sont données (1986)Copules archimédiennes et fam…The Performance of Some Correlation Coefficients for a General Bivariate Distribution (1960)The Performance of Some Corre…Ordinal Measures of Association (1958)Ordinal Measures of Associati…Rank Correlation and Population Models (1950)Rank Correlation and Populati…Bounds on Spearman’s rho when at least one random variable is discrete (2021)Bounds on Spearman’s rho when…A new robust optimization approach to common weights formulation in DEA (2020)A new robust optimization app…Is there a gender difference in scientific collaboration? A scientometric examination of co-authorships among industrial–organizational psychologists (2016)Is there a gender difference …Copulas and Copula Models (2014)Copulas and Copula ModelsInference in multivariate Archimedean copula models (2011)Inference in multivariate Arc…Statistical Modeling of Temporal Dependence in Financial Data via a Copula Function (2009)Statistical Modeling of Tempo…Analytical proofs of classical inequalities between Spearman's and Kendall's (2009)Analytical proofs of classica…On rank correlation measures for non-continuous random variables (2006)On rank correlation measures …On the properties of some nonparametric concordance measures in the discrete case (2005)On the properties of some non…On the dependence structure of order statistics (2004)On the dependence structure o…Dependence for Archimedean copulas and aging properties of their generating functions (2004)Dependence for Archimedean co…Archimedean copulae and positive dependence (2004)Archimedean copulae and posit…Revealing the dependence structure between X(1) and X(n) (2003)Revealing the dependence stru…Statistical Inference Procedures for Bivariate Archimedean Copulas (1993)Understanding Relationships Using Copulas (1998)An Introduction to Copulas (1999)A Comparative Analysis of CDO Pricing Models under the Factor Copula Framework (2009)Tails of multivariate Archimedean copulas (2009)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)Correlation and Dependence (2001)An Introduction to Copulas (Springer Series in Statistics) (2006)An application of Kendall distributions and alternative dependence measures: SPX vs. VIX (2007)On the relationships between copulas of order statistics and marginal distributions (2009)A Bivariate Semiparametric Control Chart Based on Order Statistics (2016)Correlation and Dependence in Risk Management: Properties and Pitfalls (2002)Quantitative Risk Management: Concepts, Techniques, and Tools (2005)Modeling Multivariate Count Data Using Copulas (2009)Copula-Based Measures of Multivariate Association (2010)Estimation of Copula Models With Discrete Margins via Bayesian Data Augmentation (2012)On Nonparametric Measures of Dependence for Random Variables (1981)Weak convergence of empirical copula processes (2004)Estimating the tail-dependence coefficient: Properties and pitfalls (2005)Goodness‐of‐fit Procedures for Copula Models Based on the Probability Integral Transformation (2006)Extreme Values, Regular Variation and Point Processes (1987)Copula Methods in Finance (2004)Nonparametric estimation of the tree structure of a nested Archimedean copula (2013)Hierarchical Kendall copulas: Properties and inference (2014)Birds of a Feather: Homophily in Social Networks (2001)Role congruity theory of prejudice toward female leaders. (2002)The weirdest people in the world? (2010)Gender effects in research evaluation (2017)How does research productivity relate to gender? Analyzing gender differences for multiple publication dimensions (2018)Three decades of tourism scholarship: Gender, collaboration and research methods (2019)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)Modeling Browsing Behavior at Multiple Websites (2004)Copula Theory: An Introduction (2010)Enjoy the Joy of Copulas: With a Packagecopula (2007)Multivariate Archimedean copulas, d-monotone functions and ℓ1-norm symmetric distributions (2009)Multivariate Archimedean copulas, d-monotone functions and ℓ1-norm symmetric distributions (2009)
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References

  • 1986The Joy of Copulas: Bivariate Distributions with Uniform Marginals790 cited
  • 1958Ordinal Measures of Association740 cited
  • 1960The Performance of Some Correlation Coefficients for a General Bivariate Distribution424 cited
  • 1986Copules archimédiennes et families de lois bidimensionnelles dont les marges sont données412 cited
  • 1950Rank Correlation and Population Models206 cited

Cited by

  • 2006On rank correlation measures for non-continuous random variables145 cited
  • 2004Archimedean copulae and positive dependence130 cited
  • 2011Inference in multivariate Archimedean copula models72 cited
  • 2016Is there a gender difference in scientific collaboration? A scientometric examination of co-authorships among industrial–organizational psychologists65 cited
  • 2004On the dependence structure of order statistics54 cited
  • 2005On the properties of some nonparametric concordance measures in the discrete case48 cited
  • 2020A new robust optimization approach to common weights formulation in DEA43 cited
  • 2004Dependence for Archimedean copulas and aging properties of their generating functions38 cited
  • 2009Statistical Modeling of Temporal Dependence in Financial Data via a Copula Function35 cited

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  • 2014Copulas and Copula Models33 cited
  • 2003Revealing the dependence structure between X(1) and X(n)32 cited
  • 2009Analytical proofs of classical inequalities between Spearman's and Kendall's16 cited
  • 2021Bounds on Spearman’s rho when at least one random variable is discrete12 cited