An exchangeable Kendall's tau for clustered data

DOI10.1002/CJS.11223MaRDI QIDQ2925552zbMATH OpenOpenAlexFDO

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

Publication date 16 October 2014

Published in The Canadian Journal of Statistics (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1002/cjs.11223

zbMATH Keywords

clustered dataelliptical distributionsexchangeable copulaextended random effects ANOVA modelintraclass correlationintraclass independence testKendall's tauPitman efficiency

Mathematics Subject Classification ID

Hypothesis testing in multivariate analysis (62H15) Measures of association (correlation, canonical correlation, etc.) (62H20) Classification and discrimination; cluster analysis (statistical aspects) (62H30)

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Cites work

• A nonparametric measure of intraclass correlation
• Analysis of Messy Data Volume 1
• Asymptotic Statistics
• Estimators based on Kendall's tau in multivariate copula models
• scientific article; zbMATH DE number 5735168 (Why is no real title available?)
• Inherited partial deficiency of the PGM₁gene: biochemical and densitometric studies
• Intraclass rank tests for independence
• Kendall's tau for hierarchical data
• Locally most powerful rank tests of independence for copula models
• Multivariate Archimedean copulas, \(d\)-monotone functions and \(\ell _{1}\)-norm symmetric distributions
• Multivariate concordance
• Multivariate extremes, aggregation and dependence in elliptical distributions
• On Tests Applied to Residuals
• ON THE METHOD OF PAIRED COMPARISONS
• On the theory of elliptically contoured distributions
• Simulating copulas. Stochastic models, sampling algorithms and applications. With contributions by Claudia Czado, Elke Korn, Ralf Korn and Jakob Stöber
• Small area estimation via heteroscedastic nested-error regression

Cited in

(7)

• Decomposition of Kendall's \(\tau\): Implications for clustering
• Kendall's tau for hierarchical data
• On inference for Kendall's within a longitudinal data setting
• Unit level small area estimation with copulas
• Rank correlation inferences for clustered data with small sample size
• Statistical analysis of data repeatability measures
• A new copula regression model for hierarchical data

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