Kendall's tau for hierarchical data

DOI10.1016/J.JMVA.2014.03.016MaRDI QIDQ2451632zbMATH OpenOpenAlexFDO

Authors Hela Romdhani, Louis-Paul Rivest, Lajmi Lakhal-Chaieb

Publication date 4 June 2014

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

Full work available at URL https://doi.org/10.1016/j.jmva.2014.03.016

zbMATH Keywords

exchangeable copulahierarchical Archimedean copulahierarchical meta-elliptical copulaintra class independence testKendall's tauPitman efficiency

Mathematics Subject Classification ID

Hypothesis testing in multivariate analysis (62H15) Measures of association (correlation, canonical correlation, etc.) (62H20)

Recommendations

• An exchangeable Kendall's tau for clustered data
• KENDALL'S TAU AND CONTINGENCY TABLES
• Kendall's Tau with a Blocking Variable
• On the independence problem and kendall's tau
• Decomposition of Kendall's \(\tau\): Implications for clustering

Cites work

• \(H\)-extendible copulas
• Analysis of Messy Data Volume 1
• Asymptotic Statistics
• Estimators based on Kendall's tau in multivariate copula models
• scientific article; zbMATH DE number 1134711 (Why is no real title available?)
• scientific article; zbMATH DE number 1865518 (Why is no real title available?)
• Kendall's tau for hierarchical data
• Locally most powerful rank tests of independence for copula models
• Model assisted survey sampling
• Modelling failure-time associations in data with multiple levels of clustering
• Multivariate Archimedean copulas, \(d\)-monotone functions and \(\ell _{1}\)-norm symmetric distributions
• Multivariate concordance
• Multivariate extremes, aggregation and dependence in elliptical distributions
• Sampling nested Archimedean copulas

Cited in

(6)

• A weighted Kendall's tau statistic
• Decomposition of Kendall's \(\tau\): Implications for clustering
• Kendall's tau for hierarchical data
• An exchangeable Kendall's tau for clustered data
• On inference for Kendall's within a longitudinal data setting
• Rank correlation inferences for clustered data with small sample size

This page was built for publication: Kendall's tau for hierarchical data

Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q2451632)