Kendall regression coefficient

DOI10.1016/J.CSDA.2020.107140MaRDI QIDQ830456zbMATH OpenOpenAlexFDO

Authors Eckhard Liebscher

Publication date 7 May 2021

Published in Computational Statistics and Data Analysis (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1016/j.csda.2020.107140

zbMATH Keywords

dependence measuresestimators for dependence measuresKendall's \(\tau \)

Mathematics Subject Classification ID

Statistics (62-XX)

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Cites work

• An introduction to copulas.
• Approximation Theorems of Mathematical Statistics
• Copula-based dependence measures
• Estimating Optimal Transformations for Multiple Regression and Correlation
• Estimators based on Kendall's tau in multivariate copula models
• Estimators based on trimmed Kendall's tau in multivariate copula models
• scientific article; zbMATH DE number 3932217 (Why is no real title available?)
• scientific article; zbMATH DE number 1134711 (Why is no real title available?)
• Measuring association and dependence between random vectors
• Multivariate concordance
• On Kendall's process

Cited in

(4)

• On Kendall's process
• On Kendall's regression
• A Kendall correlation coefficient between functional data
• Kendall's correlation coefficient for vague preferences

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