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·2,447,543篇论文数据，部分数据来源于NoteExpress
以上来源于: WordNet
Ut Coefficient of rank correlation.
等级相关系数。
The analysis of spearman rank correlation showed that there were correlations among risk behaviors.
等级相关分析表明：多种不良行为之间存在相关关系。
Likelihood ratio test, rank correlation analysis and principal component analysis were used to investigate the optimal model of function and the index system.
似然比检验、秩相关分析、主成分分析等方法相继用于研究函数的最适模型和指标体系。
应用推荐