Closed elray1 closed 8 months ago
Yeah it is the deterministic dependence you get from making every coordinate a quantile transformation of a single $U \sim \mathrm{Uninf}[0,1]$... not sure how we'd bring a sample stat like Kendall's into this.
Adding a note about "totalling"...
Optionally, there are two things I thought it might be helpful to add to supplement section 4 around the discussion of TQ, $F_T$, etc.: