Measures of concordance and testing of independence in multivariate structure

DOI10.1016/J.JMVA.2022.105035zbMath1493.62355OpenAlexW4281253950MaRDI QIDQ2146470

Jinglong Wang, Ri-quan Zhang, Wen Li Deng

Publication date: 16 June 2022

Published in: Journal of Multivariate Analysis (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/j.jmva.2022.105035

zbMATH Keywords

asymptotic distributionindependence testmultivariate concordance

Mathematics Subject Classification ID

Hypothesis testing in multivariate analysis (62H15) Measures of association (correlation, canonical correlation, etc.) (62H20)

Cites Work

• Unnamed Item
• Asymptotic theory for measures of concordance with special reference to average Kendall tau
• Classes of orderings of measures and related correlation inequalities. I. Multivariate totally positive distributions
• Testing independence in high dimensions using Kendall's tau
• Multivariate concordance
• A nonparametric test of total independence based on Kendall's tau
• A Note on Average Tau as a Measure of Concordance
• ON SAMPLING FROM A POPULATION OF RANKERS
• Probability

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