Detecting dependence with kendall plots

American Statistician

Volumn 57, Issue 4, 2003, Pages 275-284

  Genest, Christian ^a   Boies, Jean Claude ^b  

^a UNIVERSITÉ LAVAL   (Canada)

^b Ministère du Revenu du Québec   (Canada)

Author keywords

Chi plot; Copula; Kendall s tau; Nonparametric association; Probability integral transformation; Rankits; Spearman s rho

Indexed keywords

EID: 0242710925     PISSN: 00031305     EISSN: 15372731     Source Type: Journal    
DOI: 10.1198/0003130032431     Document Type: Article

References (20)

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