Fast algorithms for the calculation of Kendall's \(\tau\)

DOI10.1007/BF02736122zbMath1089.62067MaRDI QIDQ2488379

David Christensen

Publication date: 24 May 2006

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

zbMATH Keywords

sortingtiesbalanced binary treeKendall's rank correlation

Mathematics Subject Classification ID

Computational methods for problems pertaining to statistics (62-08) Software, source code, etc. for problems pertaining to statistics (62-04) Measures of association (correlation, canonical correlation, etc.) (62H20)

Related Items (14)

Rank-based tests of cross-sectional dependence in panel data models ⋮ Large covariance estimation through elliptical factor models ⋮ A highly specific test for periodicity ⋮ High-dimensional semiparametric Gaussian copula graphical models ⋮ Large-Scale Linear RankSVM ⋮ fastWKendall: an efficient algorithm for weighted Kendall correlation ⋮ Testing independence in high dimensions with sums of rank correlations ⋮ Fast algorithms for a space-time concordance measure ⋮ A study of the power and robustness of a new test for independence against contiguous alternatives ⋮ Efficient computation of the Bergsma-Dassios sign covariance ⋮ The Gaussian rank correlation estimator: robustness properties ⋮ Local dependency in networks ⋮ Testing symmetry around a subspace ⋮ Receiver operating characteristic (ROC) movies, universal ROC (UROC) curves, and coefficient of predictive ability (CPA)

Cites Work

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