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A New Measure of Rank Correlation

✍ Scribed by M. G. Kendall


Book ID
121319789
Publisher
Oxford University Press
Year
1938
Tongue
English
Weight
1009 KB
Volume
30
Category
Article
ISSN
0006-3444

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## Abstract Most approaches in forecasting future correlation depend on the use of historical information as their basic information set. Recently, there have been some attempts to use the notion of β€œimplied” correlation as a more accurate measure of future correlation. This study proposes an innov