An algorithm for maximizing Kendall's \(\tau\).

DOI10.1016/S0167-9473(00)00067-0zbMath1077.62520MaRDI QIDQ5941548

Magdalena Niewiadomska-Bugaj', Teresa Kowalczyk

Publication date: 20 August 2001

Published in: Computational Statistics and Data Analysis (Search for Journal in Brave)

zbMATH Keywords

Concentration indexMaximal dependenceTotal positivity of order two

Mathematics Subject Classification ID

Related Items (4)

A Primer on Copulas for Count Data ⋮ Three-stage semi-parametric estimation of \(t\)-copulas: asymptotics, finite-sample properties and computational aspects ⋮ Estimators based on trimmed Kendall's tau in multivariate copula models ⋮ On the properties of some nonparametric concordance measures in the discrete case

Cites Work

• Decomposition of Kendall's \(\tau\): Implications for clustering
• On some descriptive aspects of measures of monotone dependence
• Link between grade measures of dependence and of separability in pairs of conditional distributions
• Some Concepts of Dependence
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