Fast algorithms for a space-time concordance measure

DOI10.1007/s00180-013-0461-2zbMath1306.65125OpenAlexW2011163511MaRDI QIDQ2259754

Sergio J. Rey

Publication date: 5 March 2015

Published in: Computational Statistics (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1007/s00180-013-0461-2

zbMATH Keywords

autocorrelationrank correlationspatial concordance

Mathematics Subject Classification ID

Computational methods for problems pertaining to statistics (62-08) Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10) Measures of association (correlation, canonical correlation, etc.) (62H20)

Uses Software

• SciPy
• Pysal

Cites Work

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• The measurement of rank mobility
• Horizontal inequity comparisons
• Fast algorithms for the calculation of Kendall's \(\tau\)
• ESTIMATORS BASED ON KENDALL'S TAU IN MULTIVARIATE COPULA MODELS
• A Computer Method for Calculating Kendall's Tau with Ungrouped Data

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