The authors derive the asymptotic mean and bias of Kendall's tau and Spearman's rho in the presence of left censoring in the bivariate Gaussian copula model. They show that tie corrections for ...
This is a preview. Log in through your library . Abstract A bivariate exponential distribution due to Gumbel and a bivariate Lomax distribution due to Lindley and Singpurwalla have been characterized ...