Kendall's Tau for Two-Sample Inference Problems

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Publication:159142

DOI10.48550/ARXIV.2207.14445arXiv2207.14445MaRDI QIDQ159142FDOQ159142

Weijing Wang, Yi-Cheng Tai, National Yang Ming Chiao Tung U., Martin T. Wells, Cornell U

Publication date: 29 July 2022

Abstract: We consider a Kendall's tau measure between a binary group indicator and the continuous variable under investigation to develop a thorough two-sample comparison procedure. The measure serves as a useful alternative to the hazard ratio whose applicability depends on the proportional hazards assumption. For right censored data, we propose a weighted log-rank statistic with weights adapted to the censoring distributions and develop theoretical properties of the derived estimators. In absence of censoring, the proposed estimator reduces to the WMW statistic. The proposed methodology is applied to analyze several data examples.












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