On rank correlation measures for non-continuous random variables

Journal of Multivariate Analysis

Volumn 98, Issue 3, 2007, Pages 544-567

  Nešlehová, Johanna ^a  

^a ETH ZURICH   (Switzerland)

Author keywords

Copula; Empirical copula; Kendall's tau; Measures of association; Non continuous; Spearman's rho

Indexed keywords

EID: 33750978677     PISSN: 0047259X     EISSN: 10957243     Source Type: Journal    
DOI: 10.1016/j.jmva.2005.11.007     Document Type: Article

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