Simultaneous computation of Kendall's tau and its jackknife variance

DOI10.1016/J.SPL.2024.110181zbMATH Open1543.62409MaRDI QIDQ6589424FDOQ6589424

Authors: Samuel Perreault 

Publication date: 19 August 2024

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

Recommendations

• Fast algorithms for the calculation of Kendall's \(\tau\)
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zbMATH Keywords

concordancerank correlationjackknife estimation

Mathematics Subject Classification ID

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

Cites Work

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• Multivariate concordance
• Copula Models for Aggregating Expert Opinions
• Testing Quasi-Independence of Failure and Truncation Times via Conditional Kendall's Tau
• Kendall's tau for serial dependence
• Estimating Survival and Association in a Semicompeting Risks Model
• A Computer Method for Calculating Kendall's Tau with Ungrouped Data
• Limiting behavior of regular functionals of empirical distributions for stationary *-mixing processes
• Large computation of the maximum rank correlation estimator
• Fast algorithms for the calculation of Kendall's \(\tau\)
• Gaussian and bootstrap approximations for high-dimensional U-statistics and their applications
• The order of the normal approximation for a Studentized U-statistic
• Estimates of the covariance matrix of vectors of \(U\)-statistics and confidence regions for vectors of Kendall's tau.
• Derivation of Passing-Bablok regression from Kendall's tau

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