An exchangeable Kendall's tau for clustered data

DOI10.1002/cjs.11223zbMath1297.62131OpenAlexW1592532695MaRDI QIDQ2925552

Louis-Paul Rivest, H. Romdhani, Lajmi Lakhal-Chaieb

Publication date: 16 October 2014

Published in: Canadian Journal of Statistics (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1002/cjs.11223

zbMATH Keywords

elliptical distributionsKendall's tauclustered dataintraclass correlationPitman efficiencyexchangeable copulaextended random effects ANOVA modelintraclass independence test

Mathematics Subject Classification ID

Classification and discrimination; cluster analysis (statistical aspects) (62H30) Hypothesis testing in multivariate analysis (62H15) Measures of association (correlation, canonical correlation, etc.) (62H20)

Related Items (2)

Rank correlation inferences for clustered data with small sample size ⋮ Unit level small area estimation with copulas

Cites Work

• Unnamed Item
• Multivariate Archimedean copulas, \(d\)-monotone functions and \(\ell _{1}\)-norm symmetric distributions
• On the theory of elliptically contoured distributions
• Multivariate concordance
• Kendall's tau for hierarchical data
• Small area estimation via heteroscedastic nested-error regression
• ESTIMATORS BASED ON KENDALL'S TAU IN MULTIVARIATE COPULA MODELS
• Simulating Copulas
• Inherited partial deficiency of the PGM₁gene: biochemical and densitometric studies
• On Tests Applied to Residuals
• Analysis of Messy Data Volume 1
• A nonparametric measure of intraclass correlation
• Intraclass rank tests for independence
• Asymptotic Statistics
• Multivariate extremes, aggregation and dependence in elliptical distributions
• Locally most powerful rank tests of independence for copula models
• ON THE METHOD OF PAIRED COMPARISONS

This page was built for publication: An exchangeable Kendall's tau for clustered data