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Comparison of Spearman's rho and Kendall's tau in Normal and Contaminated Normal Models
Spearman's rho Kendall's tau in Normal Contaminated Normal Models
2010/11/15
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 populations. The exact ana...