A classification point-of-view about conditional Kendall's tau

DOI10.1016/j.csda.2019.01.013OpenAlexW2883943951WikidataQ128452403 ScholiaQ128452403MaRDI QIDQ1738003

Alexis Derumigny, Jean-David Fermanian

Publication date: 29 March 2019

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

Full work available at URL: https://arxiv.org/abs/1806.09048

zbMATH Keywords

machine learningconditional Kendall's tauclassification taskstock indicesconditional dependence measure

Mathematics Subject Classification ID

Computational methods for problems pertaining to statistics (62-08) Nonparametric estimation (62G05) Measures of association (correlation, canonical correlation, etc.) (62H20)

Related Items (3)

On kernel-based estimation of conditional Kendall's tau: finite-distance bounds and asymptotic behavior ⋮ On Kendall's regression ⋮ Testing for equality between conditional copulas given discretized conditioning events

Uses Software

• tree
• ordinalNet

Cites Work

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