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Rank Correlation Estimation on Normal distribution

0.999Spearman CorrelationPOT
0.767080.827290.88750.94771Nov 28, 2025

Evaluation results

MethodLinks
POT2025.110.9990.981
Globalhomotopy_parameter_t=02025.110.9960.951
SPA2025.110.9930.94
Localhomotopy_parameter_t=12025.110.9820.894
KDE2025.110.9810.894
Tukey2025.110.7820.605
MAH2025.110.7810.603
PRO2025.110.7760.598