An exchangeable Kendall's tau for clustered data

DOI10.1002/CJS.11223zbMATH Open1297.62131OpenAlexW1592532695MaRDI QIDQ2925552FDOQ2925552

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 dataKendall's tauelliptical distributionsintraclass correlationPitman efficiencyexchangeable copulaextended random effects ANOVA modelintraclass independence test

Mathematics Subject Classification ID

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

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Cites Work

• scientific article; zbMATH DE number 5735168 (Why is no real title available?)
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• Analysis of Messy Data Volume 1
• Asymptotic Statistics
• Estimators based on Kendall's tau in multivariate copula models
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• 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 THE METHOD OF PAIRED COMPARISONS
• On Tests Applied to Residuals
• 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 (4)

• Unit level small area estimation with copulas
• Rank correlation inferences for clustered data with small sample size
• Kendall's tau for hierarchical data
• On inference for Kendall's \(\tau\) within a longitudinal data setting

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