The range of correlation coefficient of any bivariate discrete random vector with finite or countably infinite values is derived. We show analytically that the normal-transformed discrete bivariate ...
The authors derive the asymptotic mean and bias of Kendall's tau and Spearman's rho in the presence of left censoring in the bivariate Gaussian copula model. They show that tie corrections for ...
Correlation coefficients range from -1 to +1, indicating the strength of relationships between variables. Investors use correlation coefficients for portfolio diversification to reduce risk.
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