Estimates of covariance matrix of U-statistic and confidence intervals for Kendall tau

DOI10.14736/KYB-2016-2-0280zbMath1389.62066OpenAlexW2345805974MaRDI QIDQ2810185

František Rublík

Publication date: 31 May 2016

Published in: Kybernetika (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.14736/kyb-2016-2-0280

zbMATH Keywords

\(U\)-statisticsconfidence regionscoefficient of agreementconsistent estimation of covariance matrixvector of Kendall's tau

Mathematics Subject Classification ID

Asymptotic properties of nonparametric inference (62G20) Nonparametric estimation (62G05) Nonparametric tolerance and confidence regions (62G15) Analysis of variance and covariance (ANOVA) (62J10) Paired and multiple comparisons; multiple testing (62J15)

Related Items (2)

Canonical correlation analysis for elliptical copulas ⋮ On jackknifing the symmetrized Tyler matrix

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