Simultaneous computation of Kendall's tau and its jackknife variance

DOI10.1016/J.SPL.2024.110181MaRDI QIDQ6589424zbMATH OpenFDO

Authors Samuel Perreault

Publication date 19 August 2024

Published in Statistics \& Probability Letters (Search for Journal in Brave)

zbMATH Keywords

concordancerank correlationjackknife estimation

Mathematics Subject Classification ID

Nonparametric estimation (62G05) Measures of association (correlation, canonical correlation, etc.) (62H20)

Recommendations

• Fast algorithms for the calculation of Kendall's \(\tau\)
• Efficient computation of the Bergsma-Dassios sign covariance
• One‐ and Two‐Sample Tests of Kendall's τ
• A multivariate version of kendall's τ
• Nonparametric estimation of variance, skewness and kurtosis of the distribution of a statistic by jackknife and bootstrap techniques

Cites work

• scientific article; zbMATH DE number 3049708 (Why is no real title available?)
• A Class of Statistics with Asymptotically Normal Distribution
• A Computer Method for Calculating Kendall's Tau with Ungrouped Data
• Copula Models for Aggregating Expert Opinions
• Derivation of Passing-Bablok regression from Kendall's tau
• Estimates of the covariance matrix of vectors of \(U\)-statistics and confidence regions for vectors of Kendall's tau.
• Estimating Survival and Association in a Semicompeting Risks Model
• Estimators based on Kendall's tau in multivariate copula models
• Fast algorithms for the calculation of Kendall's \(\tau\)
• Gaussian and bootstrap approximations for high-dimensional U-statistics and their applications
• Heteroskedasticity and Autocorrelation Consistent Covariance Matrix Estimation
• Jackknifing $U$-Statistics
• Kendall's tau for serial dependence
• Large computation of the maximum rank correlation estimator
• Limiting behavior of regular functionals of empirical distributions for stationary *-mixing processes
• Multivariate Kendall's tau for change-point detection in copulas
• Multivariate concordance
• On the bootstrap of \(U\) and \(V\) statistics
• Quantitative risk management. Concepts, techniques and tools
• Testing Quasi-Independence of Failure and Truncation Times via Conditional Kendall's Tau
• The order of the normal approximation for a Studentized U-statistic

This page was built for publication: Simultaneous computation of Kendall's tau and its jackknife variance

Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q6589424)