Kendall regression coefficient

DOI10.1016/J.CSDA.2020.107140OpenAlexW3099654276MaRDI QIDQ830456FDOQ830456

Authors: Eckhard Liebscher 

Publication date: 7 May 2021

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

Full work available at URL: https://doi.org/10.1016/j.csda.2020.107140

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zbMATH Keywords

dependence measuresestimators for dependence measuresKendall's \(\tau \)

Mathematics Subject Classification ID

Statistics (62-XX)

Cites Work

• Approximation Theorems of Mathematical Statistics
• Title not available (Why is that?)
• An introduction to copulas.
• Title not available (Why is that?)
• Estimating Optimal Transformations for Multiple Regression and Correlation
• Estimators based on Kendall's tau in multivariate copula models
• Copula-based dependence measures
• Multivariate concordance
• On Kendall's process
• Measuring association and dependence between random vectors
• Estimators based on trimmed Kendall's tau in multivariate copula models

Cited In (3)

• A Kendall correlation coefficient between functional data
• On Kendall's regression
• Kendall's correlation coefficient for vague preferences

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