A comparative analysis of Spearman's rho and Kendall's tau in normal and contaminated normal models

Weichao Xu, Yunhe Hou, Y. S. Hung, Yuexian Zou. A comparative analysis of Spearman's rho and Kendall's tau in normal and contaminated normal models. Signal Processing, 93(1):261-276, 2013. [doi]

Abstract

Abstract is missing.