Simultaneous inference for Kendall's tau

DOI10.1016/J.JMVA.2021.104767MaRDI QIDQ2048115zbMATH OpenOpenAlexFDO

Authors Claus P. Nowak, F. Konietschke

Publication date 5 August 2021

Published in Journal of Multivariate Analysis (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1016/j.jmva.2021.104767

zbMATH Keywords

confidence intervalscontrastsempirical copulasmultiple comparison test procedures

Mathematics Subject Classification ID

Nonparametric tolerance and confidence regions (62G15) Characterization and structure theory for multivariate probability distributions; copulas (62H05)

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Cites work

• A Class of Statistics with Asymptotically Normal Distribution
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• A NEW MEASURE OF RANK CORRELATION
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• scientific article; zbMATH DE number 50740 (Why is no real title available?)
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• Linear rank score statistics when ties are present
• Measures of Association for Cross Classifications
• Nonparametric multiple contrast tests for general multivariate factorial designs
• On the exact region determined by Kendall's and Spearman's
• Ordinal Measures of Association
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• Rank-based multiple test procedures and simultaneous confidence intervals
• Rank-based procedures in factorial designs: hypotheses about non-parametric treatment effects
• Simultaneous inference in general parametric models
• Simultaneous Test Procedures--Some Theory of Multiple Comparisons
• Statistical Inference Procedures for Bivariate Archimedean Copulas
• THE SIGNIFICANCE OF THE DIFFERENCE BETWEEN TWO MEANS WHEN THE POPULATION VARIANCES ARE UNEQUAL

Cited in

(9)

• A weighted Kendall's tau statistic
• Bounds on Kendall's tau for zero-inflated continuous variables
• A multivariate version of kendall's τ
• Confidence intervals for Kendall's tau
• An Association Test for Multiple Traits Based on the Generalized Kendall’s Tau
• Extending the Mann–Kendall test to allow for measurement uncertainty
• Sample size planning for multiple contrast tests
• Testing hypotheses about correlation matrices in general MANOVA designs
• Kendall's tau-type rank statistics in genome data.

Describes a project that uses

Uses Software

• copula
• copula

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