Klein, Ingo; Tinkl, Fabian - Wirtschafts- und Sozialwissenschaftliche Fakultät, … - 2011
Zhang (2008) defines the quotient correlation coefficient to test for dependence and tail dependence of bivariate …-test, the van der Waerden and the Spearman rank test. Zhang proposes his gamma test also for situations where the dependence is … can only measure monotone patterns of dependence. …