A Note About the Conjecture on Spearman's Rho and Kendall's Tau

Valdo Durrleman; Ashkan Nikeghbali; Thierry Roncalli

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SSRN Electronic Journal

Article . 2000 . Peer-reviewed

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https://dx.doi.org/10.2139/ssr...

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A Note About the Conjecture on Spearman's Rho and Kendall's Tau

descriptionPublicationkeyboard_double_arrow_right Article , Other literature type 01 Jan 2000 English Publisher:Elsevier BVJournal:SSRN Electronic Journal (eissn: 1556-5068,

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Authors: Valdo Durrleman; Ashkan Nikeghbali; Thierry Roncalli;

doi: 10.2139/ssrn.1032558

A Note About the Conjecture on Spearman's Rho and Kendall's Tau

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Abstract

In this paper, we consider the open question on Spearman's rho and Kendall's tau of Nelsen [1991]. Using a technical hypothesis, we can answer in the positive. One question remains open: how can we understand the technical hypothesis? Because this hypothesis is not right in general, we could find some pathological cases which contradict Nelsen's conjecture.

Related Organizations

École Polytechnique
France
French National Centre for Scientific Research
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University of Évry Val d'Essonne
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