A note on the relationship between Spearman's ρ and Kendall's τ for extreme order statistics

Journal of Statistical Planning and Inference

Volumn 137, Issue 7, 2007, Pages 2165-2171

  Chen, Yung Pin ^a  

^a LEWIS AND CLARK COLLEGE   (United States)

Author keywords

Copula; Kendall's ; Order statistic; Spearman's

Indexed keywords

EID: 33947244342     PISSN: 03783758     EISSN: None     Source Type: Journal    
DOI: 10.1016/j.jspi.2006.07.003     Document Type: Article

References (9)

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