Bayesian estimation of Kendall's \(\tau\) using a latent normal approach

DOI10.1016/j.spl.2018.10.004zbMath1414.62203arXiv1703.01805MaRDI QIDQ1726799

Alexander Ly, Maarten Marsman, Eric‐Jan Wagenmakers, Johnny van Doorn

Publication date: 20 February 2019

Published in: Statistics \& Probability Letters (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/1703.01805

zbMATH Keywords

rank correlation; semi-parametric inference

Mathematics Subject Classification ID

62H20: Measures of association (correlation, canonical correlation, etc.)

62F10: Point estimation

Related Items

Bayesian rank-based hypothesis testing for the rank sum test, the signed rank test, and Spearman's ρ

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