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

DOI10.14736/KYB-2016-2-0280MaRDI QIDQ2810185zbMATH OpenOpenAlexFDO

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

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)

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Cited in

(3)

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

Describes a project that uses

Uses Software

• Matlab

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