Fast algorithms for a space-time concordance measure

DOI10.1007/S00180-013-0461-2MaRDI QIDQ2259754zbMATH OpenOpenAlexFDO

Authors 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)

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Cites work

• scientific article; zbMATH DE number 4201232 (Why is no real title available?)
• scientific article; zbMATH DE number 4201233 (Why is no real title available?)
• A Computer Method for Calculating Kendall's Tau with Ungrouped Data
• Estimators based on Kendall's tau in multivariate copula models
• Fast algorithms for the calculation of Kendall's \(\tau\)
• Horizontal inequity comparisons
• Optimization techniques for semi-supervised support vector machines
• The measurement of rank mobility

Cited in

(1)

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

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Uses Software

• Pysal
• SciPy

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