On the relationship between Spearman's rho and Kendall's tau for pairs of continuous random variables

Journal of Statistical Planning and Inference

Volumn 137, Issue 7, 2007, Pages 2143-2150

  Fredricks, Gregory A ^a   Nelsen, Roger B ^a  

^a LEWIS AND CLARK COLLEGE   (United States)

Author keywords

Copula; Inequality; Kendall's tau; Spearman's rho

Indexed keywords

EID: 33947289448     PISSN: 03783758     EISSN: None     Source Type: Journal    
DOI: 10.1016/j.jspi.2006.06.045     Document Type: Article

References (18)

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