A note on the relationship between Spearman's and Kendall's for extreme order statistics-Reference-Cited by-同舟云学术

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

Published:2007-07 Issue:7 Volume:137 Page:2165-2171
ISSN:0378-3758
Container-title:Journal of Statistical Planning and Inference
language:en
Short-container-title:Journal of Statistical Planning and Inference

Author:

Chen Yung-Pin

Publisher

Elsevier BV

Subject

Applied Mathematics,Statistics, Probability and Uncertainty,Statistics and Probability

Reference14 articles.

1. On the dependence structure of order statistics;Avérous;J. Multivariate Anal.,2005

2. Spearman's ρ is larger than Kendall's τ for positively dependent random variables;Capéraà;Nonparametric Statist.,1993

3. Kendall's tau for serial dependence;Ferguson;Canad. J. Statist.,2000

4. Fredricks, G., Nelsen, R.B., 2006. On the relationship between Spearman's rho and Kendall's tau for pairs of continuous random variables. J. Statist. Plan. Inference, to appear.

5. Nonparametric Methods for Quantitative Analysis;Gibbons,1976

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