Influence function-based confidence intervals for the Kendall rank correlation coefficient

DOI10.1007/s00180-022-01267-8MaRDI QIDQ6136310

Zhonglu Huang, Gengsheng Qin

Publication date: 29 August 2023

Published in: Computational Statistics (Search for Journal in Brave)

zbMATH Keywords

influence functionempirical likelihoodKendall correlation coefficient

Mathematics Subject Classification ID

Computational methods for problems pertaining to statistics (62-08)

Cites Work

• Influence functions of the Spearman and Kendall correlation measures
• Empirical likelihood ratio confidence regions
• Empirical likelihood ratio confidence intervals for a single functional
• Robust Statistics
• A Multivariate Exponential Distribution
• A NEW MEASURE OF RANK CORRELATION
• On a Measure of Dependence Between two Random Variables
• Interval Estimation for the Correlation Coefficient

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