An algorithm for maximizing Kendall's \(\tau\). (Q5941548): Difference between revisions
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Latest revision as of 18:27, 3 June 2024
scientific article; zbMATH DE number 1635742
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | An algorithm for maximizing Kendall's \(\tau\). |
scientific article; zbMATH DE number 1635742 |
Statements
An algorithm for maximizing Kendall's \(\tau\). (English)
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20 August 2001
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Transformations that maximize the strength of dependence of jointly distributed random variables are of great importance in various data analysis problems. This paper presents a procedure for maximization of Kendall's \(\tau\) -- a coefficient of a monotone dependence in bivariate data. Results of a simulation study of the effectiveness of the proposed procedure are presented.
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Concentration index
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Maximal dependence
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Total positivity of order two
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