DocumentCode
2455205
Title
Value Ranges of Spearman´s Rho and Kendall´s Tau of a Class of Copulas
Author
Dong Yong-quan
Author_Institution
Dept. of Math. & Inf. Sci., Tangshan Teachers Coll., Tangshan, China
fYear
2010
fDate
17-19 Dec. 2010
Firstpage
182
Lastpage
185
Abstract
We study a class of Copulas whose Kendall´s τ and Spearman´s ρ reach all the values in the intervals [0, 1/2] and [0, 3/4], and the relationship between them is 3τ = 2ρ. Taking the relief factors of drainage area and drainage height difference for example, some extreme data of the drainage area less than 0.35 being removed, this paper shows that the Spearman´s ρ and Kendall´s τ of the 935 set of remained data can be better prepared to that of our Copulas. In the last, two specific Copulas are given by calculating the parameters of the Copulas.
Keywords
nonparametric statistics; Copulas class; Kendall tau; Spearman rho; drainage area; drainage height difference; relief factors; Correlation; Distribution functions; Geologic measurements; Manganese; Random variables; Transforms; Copulas; Kendall´s; Spearman´s?; debris flow; statistics with R;
fLanguage
English
Publisher
ieee
Conference_Titel
Computational and Information Sciences (ICCIS), 2010 International Conference on
Conference_Location
Chengdu
Print_ISBN
978-1-4244-8814-8
Electronic_ISBN
978-0-7695-4270-6
Type
conf
DOI
10.1109/ICCIS.2010.335
Filename
5708916
Link To Document