Testing conditional multivariate rank correlations: the effect of institutional quality on factors influencing competitiveness

DOI10.1007/S11749-022-00806-1MaRDI QIDQ2677124zbMATH OpenOpenAlexFDO

Authors Jone Ascorbebeitia, Eva Ferreira, Susan Orbe

Publication date 13 January 2023

Published in Test (Search for Journal in Brave)

Copyright license Creative Commons Attribution 4.0 International

Full work available at URL https://doi.org/10.1007/s11749-022-00806-1

zbMATH Keywords

conditional copulaKendall's taumultivariate dependencenonparametric estimation

Mathematics Subject Classification ID

Nonparametric estimation (62G05) Nonparametric tolerance and confidence regions (62G15) Characterization and structure theory for multivariate probability distributions; copulas (62H05) Measures of association (correlation, canonical correlation, etc.) (62H20)

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Cites work

• About tests of the ``simplifying assumption for conditional copulas
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• scientific article; zbMATH DE number 4001209 (Why is no real title available?)
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• NOTES ON BIAS IN ESTIMATION
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• ON THE METHOD OF PAIRED COMPARISONS
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• Smoothing parameter selection for smooth distribution functions
• Statistical testing of covariate effects in conditional copula models
• Testing independence in high dimensions using Kendall's tau
• Testing independence in high dimensions with sums of rank correlations
• Tests of independence and randomness based on the empirical copula process

Cited in

(2)

• Rankings and university performance: a conditional multidimensional approach
• Fast estimation of Kendall's tau and conditional Kendall's tau matrices under structural assumptions

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