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Dépôt Institutionel de l’Université catholique de Louvain et de l’Université Saint-Louis
Research . 2001
Data sources: Dépôt Institutionel de l’Université catholique de Louvain et de l’Université Saint-Louis
Claim

On the monotonicity of some nonparametric dependence measures with respect to concordance ordering

descriptionPublicationkeyboard_double_arrow_right Research 01 Jan 2001 Belgium English
Authors: Denuit, Michel; Mesfioui, Mhamed; Tajar, Abdelouahid;

handle: 2078.1/115370

On the monotonicity of some nonparametric dependence measures with respect to concordance ordering

Abstract

This paper explores the monotonicity with respect to concordance ordering of Kendall’s [tau] and Spearman’s ρ for counting random variables with an unbounded support. This gen- eralizes some results of Schweizer and Wolff (1981) and Tchen (1980).

Country
Belgium
Related Organizations
Keywords

Kendall’s [tau], Spearman’s [rho], Concordance order, Fréchet bounds

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selected citations
These citations are derived from selected sources.
This is an alternative to the "Influence" indicator, which also reflects the overall/total impact of an article in the research community at large, based on the underlying citation network (diachronically).
BIP!Citations provided by BIP!
popularity
This indicator reflects the "current" impact/attention (the "hype") of an article in the research community at large, based on the underlying citation network.
BIP!Popularity provided by BIP!
influence
This indicator reflects the overall/total impact of an article in the research community at large, based on the underlying citation network (diachronically).
BIP!Influence provided by BIP!
impulse
This indicator reflects the initial momentum of an article directly after its publication, based on the underlying citation network.
BIP!Impulse provided by BIP!
0
Average
Average
Average
Green