most citedComparison of Spearman's rho and Kendall's tau in Normal and Contaminated Normal Models

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cs.IT2010★ 14 cited

Comparison of Spearman's rho and Kendall's tau in Normal and Contaminated Normal Models

Weichao Xu, Yunhe Hou, Y. S. Hung +1

This paper analyzes the performances of the Spearman's rho (SR) and Kendall's tau (KT) with respect to samples drawn from bivariate normal and bivariate contaminated normal populat…