Four Measures of Association and Their Representations in Terms of Copulas

Four Measures of Association and Their Representations in Terms of Copulas

Four measures of association, namely, Spearman’s <inline-formula><math xmlns="http://www.w3.org/1998/Math/MathML" display="inline"><semantics><mi>ρ</mi></semantics></math></inline-formula>, Kendall’s <inline-formula><math x...

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Bibliographic Details
Main Authors: Michel Adès, Serge B. Provost, Yishan Zang
Format: Article
Language:English
Published: MDPI AG 2024-03-01
Series:AppliedMath
Subjects:
Blomqvist’s correlation coefficient
copulas
Hoeffding’s dependence index
Kendall’s rank correlation coefficient
multivariate measures of dependence
Spearman’s rank correlation
Online Access:https://www.mdpi.com/2673-9909/4/1/19

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