Analytical proofs of classical inequalities between Spearman's ρ and Kendall's τ

被引：12

作者：

Genest, Christian ^{[2
]}

Neslehova, Johanna ^{[1
]}

机构：

[1] ETH, Dept Math, CH-8092 Zurich, Switzerland

[2] Univ Laval, Dept Math & Stat, Quebec City, PQ G1V 0A6, Canada

来源：

JOURNAL OF STATISTICAL PLANNING AND INFERENCE | 2009年 / 139卷 / 11期

关键词：

Bounds; Jensen's inequality; Kendall's tau; Spearman's rho;

D O I：

10.1016/j.jspi.2009.05.017

中图分类号：

O21 [概率论与数理统计]; C8 [统计学];

学科分类号：

020208 ; 070103 ; 0714 ;

摘要：

Short analytical proofs are given for classical inequalities due to Daniels [1950. Rank correlation and population models. J. Roy. Statist. Soc. Ser. B 12, 171-181; 1951. Note on Durbin and Stuart's formula for E(r(s)). J. Roy. Statist. Soc. Ser. B 13, 310] and Durbin and Stuart [1951. Inversions and rank correlation coefficients. J. Roy. Statist. Soc. Ser. B 13, 303-309] relating Spearman's rho and Kendall's tau. (C) 2009 Elsevier B.V. All rights reserved.

引用

页码：3795 / 3798

页数：4

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[3]

DANIELS HE, 1951, J ROY STAT SOC B, V13, P310

[4]

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