Questions tagged [kendall-tau]

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Modelling dependance between the two uncorrelated variables using copulas

Are copulas good tool to model the dependence between the two uncorrelated variables. I have X and Y datasets with 260 data points each with Pearson's correlation=-0.06 and Kendall rank correlation=0....
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Book suggestions for model validation (Gini, Somers D, Kolmogorov Smirnov, Kendal's Tau, Binomial/Adjusted binomial test etc)

Any suggestions for books that cover topics such as the ones mentioned above? The purpose is for banking, risk management, model validation of models such as credit risk and other types of risk.