Geometry of a corelation coefficient under a copula

References

• Kotz , S. and Seeger , J.P. 1991 . “ A new approach to dependence in multivariate distributions ” . In Advances in Probability Distribuitons with Given Marginals , Edited by: Dall'Aglio , G. , Kotz , S. and Salinetti , G. Dordrecht, The Netheland : Kluwe Academic Publishers .
   Google Scholar
• Kruskal , W.H. 1958 . Ordinal measures of association . Journal of the American Statistical Association , 53 : 814 – 861 .
   Web of Science ®Google Scholar
• Long , D. and Krzysztofowicz , R. 1995 . A family of bivariate densities constructed from marginals . Journal of the American Statistical Association , 90 : 739 – 746 .
   Google Scholar
• Nelsen , R.B. 1991 . “ Copulas and association ” . In Advances in Probability Distributions with Given Marginals , Edited by: Dall'Aglio , G. , Kotz , S. and Salinetti , G. 51 – 74 . Dordrecht, The Netherlands : Kluwer Academic Publishers .
   Google Scholar
• Nelsen , R.B. 1992 . On measures of association as measures of positive dependence . Statistics and Probability Letters , 14 : 269 – 274 .
   Web of Science ®Google Scholar