Measuring and testing interdependence among random vectors based on Spearman’s $$\rho $$ ρ and Kendall’s $$\tau $$ τ
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DOI: 10.1007/s00180-020-00973-5
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Keywords
Spearman’s $$rho $$ ρ; Kendall’s $$tau $$ τ; Dependence; U-statistic; Copula;All these keywords.
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