An algorithm for maximizing Kendall's \(\tau\). (Q5941548)
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scientific article; zbMATH DE number 1635742
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| English | An algorithm for maximizing Kendall's \(\tau\). |
scientific article; zbMATH DE number 1635742 |
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An algorithm for maximizing Kendall's \(\tau\). (English)
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20 August 2001
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Transformations that maximize the strength of dependence of jointly distributed random variables are of great importance in various data analysis problems. This paper presents a procedure for maximization of Kendall's \(\tau\) -- a coefficient of a monotone dependence in bivariate data. Results of a simulation study of the effectiveness of the proposed procedure are presented.
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Concentration index
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Maximal dependence
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Total positivity of order two
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0.7767015099525452
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0.7757735252380371
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0.7509312033653259
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0.7483482360839844
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