Asymptotic theory for measures of concordance with special reference to average Kendall tau (Q1056489)
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scientific article; zbMATH DE number 3829065
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| English | Asymptotic theory for measures of concordance with special reference to average Kendall tau |
scientific article; zbMATH DE number 3829065 |
Statements
Asymptotic theory for measures of concordance with special reference to average Kendall tau (English)
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1982
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measures of concordance
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average Kendall tau
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rank correlations
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null model of complete randomness
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n rankings
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Kendall W
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Friedman test
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weighted sum of chi squared variables
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null-hypothesis of no preference
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quadratic forms of normal random variables
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Bahadur efficiencies
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Sanov theorem
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probabilities of large deviations
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comparisons
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average Spearman rho
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