On blest's measure of rank correlation

Canadian Journal of Statistics

Volumn 31, Issue 1, 2003, Pages 35-52

  Genest, Christian ^a   Plante, Jean François ^a  

^a UNIVERSITÉ LAVAL   (Canada)

Author keywords

Concordance measure; Copula; Correlation; Kendall's tau; Pitman's asymptotic relative efficiency; Spearman's rho; Tests of independence

Indexed keywords

EID: 0037564016     PISSN: 03195724     EISSN: None     Source Type: Journal    
DOI: 10.2307/3315902     Document Type: Article

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