The probabilistic support Kendall correlation and its transitivity properties

DOI10.1080/03610926.2018.1543776OpenAlexW2913147568MaRDI QIDQ5085591FDOQ5085591

Authors: Ruiting Lian, Ben Goertzel, Chang-Le Zhou 

Publication date: 27 June 2022

Published in: Communications in Statistics: Theory and Methods (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1080/03610926.2018.1543776

zbMATH Keywords

correlationtransitivitycorrelation measureprobabilistic supportprobabilistic support Kendall correlation

Mathematics Subject Classification ID

Statistics (62-XX)

Cites Work

• Analysis of Financial Time Series
• A NEW MEASURE OF RANK CORRELATION
• Influence functions of the Spearman and Kendall correlation measures
• Title not available (Why is that?)
• Nonparametric statistics for non-statisticians: a step-by-step approach
• Why probabilistic support is not inductive
• Exploiting Transitivity of Correlation for Fast Template Matching
• Population models and simulation methods: the case of the Spearman rank correlation

Uses Software

• FinTS

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