Rank correlation estimators and their limiting distributions

DOI10.1007/S00362-009-0263-3MaRDI QIDQ451344zbMATHOpenAlexWikidataFDO

Authors Wojciech Niemiro, Wojciech Rejchel

Publication date 23 September 2012

Published in Statistical Papers (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1007/s00362-009-0263-3

zbMATH Keywords

U-statisticssupport vector machinesrankingconvex minimizationdiscontinuous criterion functionlinear ranking rule

Mathematics Subject Classification ID

Asymptotic properties of nonparametric inference (62G20) Learning and adaptive systems in artificial intelligence (68T05) Linear programming (90C05) Statistical methods; economic indices and measures (91B82)

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Cites work

• scientific article; zbMATH DE number 3852235 (Why is no real title available?)
• scientific article; zbMATH DE number 4145164 (Why is no real title available?)
• A method of synthesis of linear discriminant function in the case of nonseparability
• Approximation Theorems of Mathematical Statistics
• Asymptotics for \(M\)-estimators defined by convex minimization
• Bahadur representation of \(M_m\) estimates
• Concavity and estimation
• Convex Analysis
• Hardness results for neural network approximation problems
• Large computation of the maximum rank correlation estimator
• Least empirical risk procedures in statistical inference
• Non-parametric analysis of a generalized regression model. The maximum rank correlation estimator
• Ranked modelling on feature vectors with missing values
• Ranking and empirical minimization of \(U\)-statistics
• The Limiting Distribution of the Maximum Rank Correlation Estimator

Cited in

(7)

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• Correlation extrapolated
• A note on the statistical properties of the secant algorithm for calculating rank estimators
• Estimating relative rank correlation: theory and application
• scientific article; zbMATH DE number 5726889 (Why is no real title available?)
• On the resistance of rank correlation
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