means of the conditional Spearman’s rho, and dependencies in extremes quantified by the conditional tail dependence … level of strength of the dependencies have been changing in time. The rankings obtained for Spearman’s rho and tail …

conditional version of Spearman’s rho is suggested as an alternative measure of association. This approach is purely nonparametric …

Tie-corrected versions of Spearman’s rho are often used to measure the dependence in a pair of non-continuous random … based on tie-corrected versions of Spearman’s rho. …

detected using nonparametric Mann-Kendall (MK) and Spearman’s Rho (SR) tests at the 5% significant level. To eliminate the …