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Rank correlation estimation on Student-t distribution
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Spearman Correlation
KDE
0.99792
0.99846
0.999
0.99954
Nov 28, 2025
Spearman Correlation
Kendall Correlation
Updated 4d ago
Evaluation Results
Method
Method
Links
Spearman Correlation
Kendall Correlation
KDE
2025.11
1
0.992
MAH
2025.11
1
0.991
POT
2025.11
1
0.997
SPA
2025.11
1
0.99
Tukey
2025.11
1
0.982
Local
homotopy_parameter_t=1
2025.11
0.999
0.98
PRO
2025.11
0.999
0.977
Global
homotopy_parameter_t=0
2025.11
0.998
0.964
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