Simultaneous computation of Kendall's tau and its jackknife variance
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Publication:6589424
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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
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