Kendall's tau for hierarchical data

DOI10.1016/J.JMVA.2014.03.016zbMath1352.62092OpenAlexW1996771956MaRDI QIDQ2451632

H. Romdhani, Louis-Paul Rivest, Lajmi Lakhal-Chaieb

Publication date: 4 June 2014

Published in: Journal of Multivariate Analysis (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/j.jmva.2014.03.016

zbMATH Keywords

Kendall's tauPitman efficiencyhierarchical Archimedean copulaexchangeable copulahierarchical meta-elliptical copulaintra class independence test

Mathematics Subject Classification ID

Hypothesis testing in multivariate analysis (62H15) Measures of association (correlation, canonical correlation, etc.) (62H20)

Related Items (3)

An exchangeable Kendall's tau for clustered data ⋮ Rank correlation inferences for clustered data with small sample size ⋮ Kendall's tau for hierarchical data

Cites Work

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• Analysis of Messy Data Volume 1
• Modelling failure-time associations in data with multiple levels of clustering
• Asymptotic Statistics
• Multivariate extremes, aggregation and dependence in elliptical distributions
• Locally most powerful rank tests of independence for copula models

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