MULTIVARIATE CONCORDANCE

被引：141
作者：
JOE, H
机构：
[1] University of British Columbia, Vancouver
来源：
JOURNAL OF MULTIVARIATE ANALYSIS | 1990年 / 35卷 / 01期
关键词：
Blomqvist's q; concordance; Kendall's τ; multivariate distributions; Spearman's ρ{variant};
D O I：
10.1016/0047-259X(90)90013-8
中图分类号：
O21 [概率论与数理统计]; C8 [统计学];
学科分类号：
020208 ; 070103 ; 0714 ;
摘要：
A multivariate concordance ordering is defined by the ordering of the multivariate distribution functions and corresponding survival functions. Multivariate versions of Blomqvist's q, Kendall's τ, and Spearman's ρ{variant}, that are increasing relative to the concordance ordering, are obtained. © 1990.
引用
收藏
页码：12 / 30
页数：19
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