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On Maximum Attainable Correlation and Other Measures of Dependence for the Sarmanov Family of Bivariate Distributions
- Source :
- Communications in Statistics - Theory and Methods. 33:1031-1052
- Publication Year :
- 2004
- Publisher :
- Informa UK Limited, 2004.
-
Abstract
- We present an easy tractable way to calculate maximal correlation range for a Sarmanov distribution with given marginals. For Kendall's τ, rank correlation and median concordance coefficients, we found maximum attainable ranges within the Sarmanov family of distributions.
Details
- ISSN :
- 1532415X and 03610926
- Volume :
- 33
- Database :
- OpenAIRE
- Journal :
- Communications in Statistics - Theory and Methods
- Accession number :
- edsair.doi...........45b41a352dd62a4de420c8170bfc57ce
- Full Text :
- https://doi.org/10.1081/sta-120029824