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

Christian Genest; Johanna Nešlehová

doi:10.1016/j.jspi.2009.05.017

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

Christian Genest, Johanna Nešlehová^*

^*Korrespondierende*r Autor*in für diese Arbeit

Publikation: Wissenschaftliche Fachzeitschrift › Originalbeitrag in Fachzeitschrift › Begutachtung

Abstract

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 ρ and Kendall's τ.

Originalsprache	Englisch
Seiten (von - bis)	3795-3798
Seitenumfang	4
Fachzeitschrift	Journal of Statistical Planning and Inference
Jahrgang	139
Ausgabenummer	11
DOIs	https://doi.org/10.1016/j.jspi.2009.05.017
Publikationsstatus	Veröffentlicht - 1 Nov. 2009
Extern publiziert	Ja

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10.1016/j.jspi.2009.05.017

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abstract = "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 (rs). 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 ρ and Kendall's τ.",

keywords = "Bounds, Jensen's inequality, Kendall's τ, Spearman's ρ",

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AU - Nešlehová, Johanna

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N2 - 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 (rs). 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 ρ and Kendall's τ.

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KW - Bounds

KW - Jensen's inequality

KW - Kendall's τ

KW - Spearman's ρ

U2 - 10.1016/j.jspi.2009.05.017

DO - 10.1016/j.jspi.2009.05.017

M3 - Journal article

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