MULTIVARIATE CONCORDANCE

MULTIVARIATE CONCORDANCE
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DOI:
10.1016/0047-259x(90)90013-8
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发表时间:
1990-10-01
影响因子:
1.6
通讯作者:
JOE, H
JOE, H
中科院分区:
数学2区
文献类型:
--
作者:
JOE, H

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A multivariate concordance ordering is defined by the ordering of the multivariate distribution functions and corresponding survival functions. Multivariate versions of Blomqvist'sq, Kendall's τ, and Spearman's ϱ, that are increasing relative to the concordance ordering, are obtained.