Kendall's tau for serial dependence (Q4527901)
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scientific article; zbMATH DE number 1558163
| Language | Label | Description | Also known as |
|---|---|---|---|
| default for all languages | No label defined |
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| English | Kendall's tau for serial dependence |
scientific article; zbMATH DE number 1558163 |
Statements
Kendall's tau for serial dependence (English)
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8 April 2001
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asymptotic relative efficiency
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autocorrelation
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rank procedures
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tests of independence
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Kendall's tau
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time series
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Spearman's rho
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0.8317575454711914
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0.8264641165733337
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0.8154337406158447
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0.8032405376434326
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0.8024289608001709
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