A Measure of Dependence Between Random Variables Based on Copula
Ping He · Journal of Jianghan University · 2006
The improvement of measure for association between random variables has been de- rived from Copula. It is shown that asconcordance coefficient, Kendall's has overcomethe limitation which coefficient characterizes, and proved it is equivalent to regarding divaricates exponential dis- tribution. Furthermore, provided a methods to estimateτ, and a general form is introduced for the variance of Kendall's coefficient of concordance.