• 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