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Volumn 9, Issue 3, 1998, Pages 227-238

Concordance and Gini's measure of association

Author keywords

Concordance; Copulas; Fr chet bounds; Gini's rank correlation coefficient; Kendall's tau; Measures of association; Spearman's footrule; Spearman's rho

Indexed keywords


EID: 1442350223     PISSN: 10485252     EISSN: None     Source Type: Journal    
DOI: 10.1080/10485259808832744     Document Type: Article
Times cited : (39)

References (13)
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    • Betrò, B.1
  • 2
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    • On some descriptive aspects of measures of monotone dependence
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    • Conti, P.L.1
  • 3
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    • Spearman's footrule as a measure of disarray
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    • Diaconis, P.1    Graham, R.L.2
  • 4
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    • A rank correlation coefficient resistant to outliers
    • Gideon, R. A. and Hollister, R. A. (1987). A rank correlation coefficient resistant to outliers, J. Amer. Statist. Assoc., 82, 656-666.
    • (1987) J. Amer. Statist. Assoc. , vol.82 , pp. 656-666
    • Gideon, R.A.1    Hollister, R.A.2
  • 7
    • 34248974445 scopus 로고
    • Ordinal measures of association
    • Kruskal, W. H. (1958). Ordinal measures of association, J. Amer. Statist. Assoc., 53, 814-861.
    • (1958) J. Amer. Statist. Assoc. , vol.53 , pp. 814-861
    • Kruskal, W.H.1
  • 8
    • 0542430923 scopus 로고    scopus 로고
    • Geometry of a correlation coefficient under a copula
    • Long, D. and Krzysztofowicz, R. (1996). Geometry of a correlation coefficient under a copula, Comm. Statist. Theory Methods, 25, 1397-1404.
    • (1996) Comm. Statist. Theory Methods , vol.25 , pp. 1397-1404
    • Long, D.1    Krzysztofowicz, R.2
  • 9
    • 38249012878 scopus 로고
    • On measures of association as measures of positive dependence
    • Nelsen, R. B. (1992). On measures of association as measures of positive dependence, Statist. Probab. Lett., 24, 269-274.
    • (1992) Statist. Probab. Lett. , vol.24 , pp. 269-274
    • Nelsen, R.B.1
  • 10
    • 0000022886 scopus 로고
    • Copulas, characterization, correlation, and counterexamples
    • Nelsen, R. B. (1995). Copulas, characterization, correlation, and counterexamples, Mathematics Magazine, 68, 193-198.
    • (1995) Mathematics Magazine , vol.68 , pp. 193-198
    • Nelsen, R.B.1
  • 11
    • 0012272751 scopus 로고
    • On measures of concordance
    • Scarsini, M. (1984). On measures of concordance, Stochastica, VIII, 201-218.
    • (1984) Stochastica , vol.8 , pp. 201-218
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  • 12
    • 0002901197 scopus 로고
    • Thirty years of copulas
    • Dall'Aglio, G., Kotz, S. and Salinetti, G., Eds., Kluwer Academic Publishers, Dordrecht
    • Schweizer, B. (1991). Thirty years of copulas, In: Advances in Probability Distributions with Given Marginals, Dall'Aglio, G., Kotz, S. and Salinetti, G., Eds., Kluwer Academic Publishers, Dordrecht, pp. 13-50.
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    • Schweizer, B.1
  • 13
    • 0000906108 scopus 로고
    • Nonparametric measures of dependence
    • Schweizer, B. and Wolff, E. F. (1981). Nonparametric measures of dependence, Ann. Statist., 9, 879-885.
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    • Schweizer, B.1    Wolff, E.F.2


* 이 정보는 Elsevier사의 SCOPUS DB에서 KISTI가 분석하여 추출한 것입니다.