Estimates of the covariance matrix of vectors of U-statistics and confidence regions for vectors of Kendall's tau.

DOI10.14736/KYB-2016-2-0280zbMATH Open1389.62066OpenAlexW2345805974MaRDI QIDQ2810185FDOQ2810185

Authors: František Rublík 

Publication date: 31 May 2016

Published in: Kybernetika (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.14736/kyb-2016-2-0280

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zbMATH Keywords

\(U\)-statisticsconfidence regionscoefficient of agreementconsistent estimation of covariance matrixvector of Kendall's tau

Mathematics Subject Classification ID

Nonparametric estimation (62G05) Asymptotic properties of nonparametric inference (62G20) Nonparametric tolerance and confidence regions (62G15) Analysis of variance and covariance (ANOVA) (62J10) Paired and multiple comparisons; multiple testing (62J15)

Cited In (3)

• Canonical correlation analysis for elliptical copulas
• On jackknifing the symmetrized Tyler matrix
• Simultaneous computation of Kendall's tau and its jackknife variance

Uses Software

• Matlab

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