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Pitman's measure of closeness for symmetric stable distributions

โœ Scribed by Sudip Bose; Gauri Sankar Datta; Malay Ghosh


Publisher
Elsevier Science
Year
1993
Tongue
English
Weight
499 KB
Volume
17
Category
Article
ISSN
0167-7152

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A Measure of Association for Bivariate F
โœ Amita K. Manatunga; David Oakes ๐Ÿ“‚ Article ๐Ÿ“… 1996 ๐Ÿ› Elsevier Science ๐ŸŒ English โš– 357 KB

A general formula is derived for the variance of Kendall's coefficient of concordance for absolutely continuous bivariate distributions generated by frailties. The formula is specialized to the case of Gumbel's Type II distribution of extreme values, which arises when the frailty has a positive stab