rank difference correlation级差相关
rank order correlation等级次序相关
rank difference correlation coefficient秩差相关系数
Rank Order Correlation Coefficiem等级次序相关系数
Spearman rank order correlation coefficient史比尔曼等级相关系数
rank correlation coefficent等级相关系数;等级相干系数
Kendall rank correlation coefficient肯德尔等级相关系数
perfect rank correlation[经] 完全等级相关;全秩相关
rank difference square correlation等级差方相关;秩差方相关;[数] 等级差平方相关
However, with the risk management getting more and more complicated, the studyof dependence with linear correlation alone is far away from the modern risk super-intendent’s satisfaction. They must go deep into understanding other dependenceconcepts, such as rank correlation.
但随着风险管理的复杂化,在现代风险管理中仅用线性相关系数来研究相关性是远远不够的,还必须深入理解其他相关性概念,比如秩相关性。
参考来源 - 投资组合相关结构的多变点检验