Measuring and testing interdependence among random vectors based on Spearman’s $$\rho $$ and Kendall’s $$\tau $$
Lingyue Zhang, Dawei Lu, Xiaoguang Wang
Topics & Concepts
MathematicsIndependence (probability theory)Nonparametric statisticsMultivariate random variableRandom matrixStatistical hypothesis testingNull hypothesisStatisticsMeasure (data warehouse)Covariance matrixEconometricsApplied mathematicsRandom variableCombinatoricsComputer scienceEigenvalues and eigenvectorsData miningQuantum mechanicsPhysicsAdvanced Statistical Methods and ModelsComplex Systems and Time Series AnalysisSensory Analysis and Statistical Methods