The null distribution of Kendall's rank correlation statistic in the presence of ties

DOI10.1080/10485250410001690095MaRDI QIDQ4675896zbMATH OpenOpenAlexFDO

Authors

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

Mathematics Subject Classification ID

Exact distribution theory in statistics (62E15) Monte Carlo methods (65C05) Measures of association (correlation, canonical correlation, etc.) (62H20)

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
• Cumulant generating function and tail probability approximations for Kendall's score with tied rankings
• Exact Distributions of Multiple Comparisons Rank Statistics

Cites work

• scientific article; zbMATH DE number 50740 (Why is no real title available?)
• 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
• The split-up algorithm: a fast symbolic method for computing p-values of distribution-free statistics

Cited in

(8)

• scientific article; zbMATH DE number 4086785 (Why is no real title available?)
• 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
• scientific article; zbMATH DE number 3874469 (Why is no real title available?)
• 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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Uses Software

• Mathematica

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