The null distribution of Kendall's rank correlation statistic in the presence of ties
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Publication:4675896
DOI10.1080/10485250410001690095zbMATH Open1061.62021OpenAlexW2154853677MaRDI QIDQ4675896FDOQ4675896
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Publication date: 6 May 2005
Published in: Journal of Nonparametric Statistics (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1080/10485250410001690095
Recommendations
- Fast computation of the exact null distribution of Spearman's \(\rho\) and Page's \(L\) statistic for samples with and without ties
- Correction methods for ties in rank correlations
- Exact Test Procedures for Generalized Kendall Correlation Coefficients
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- Exact Distributions of Multiple Comparisons Rank Statistics
Exact distribution theory in statistics (62E15) Monte Carlo methods (65C05) Measures of association (correlation, canonical correlation, etc.) (62H20)
Cites Work
- The split-up algorithm: a fast symbolic method for computing p-values of distribution-free statistics
- Title not available (Why is that?)
- Cumulant generating function and tail probability approximations for Kendall's score with tied rankings
- The distribution of Kendall's score S for a pair of tied rankings
Cited In (8)
- Title not available (Why is that?)
- Cumulant generating function and tail probability approximations for Kendall's score with tied rankings
- Exact Test Procedures for Generalized Kendall Correlation Coefficients
- Kendall's rank correlation on quantized data: an interval-valued approach
- Correction methods for ties in rank correlations
- Title not available (Why is that?)
- Fast algorithms for the calculation of Kendall's \(\tau\)
- Fast computation of the exact null distribution of Spearman's \(\rho\) and Page's \(L\) statistic for samples with and without ties
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