A multivariate version of kendall's τ
From MaRDI portal
Publication:4222482
DOI10.1080/10485259808832746zbMath0945.62062OpenAlexW1994483429MaRDI QIDQ4222482
No author found.
Publication date: 19 September 2000
Published in: Journal of Nonparametric Statistics (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1080/10485259808832746
Nonparametric hypothesis testing (62G10) Hypothesis testing in multivariate analysis (62H15) Measures of association (correlation, canonical correlation, etc.) (62H20)
Related Items
On the eigenvalues of the spatial sign covariance matrix in more than two dimensions ⋮ An overview of heavy-tail extensions of multivariate Gaussian distribution and their relations ⋮ Large covariance estimation through elliptical factor models ⋮ Test of multivariate linear models using spatial concordances ⋮ An $\ell_{\infty}$ Eigenvector Perturbation Bound and Its Application to Robust Covariance Estimation ⋮ Sign and rank covariance matrices ⋮ Robust factor number specification for large-dimensional elliptical factor model ⋮ ECA: High-Dimensional Elliptical Component Analysis in Non-Gaussian Distributions ⋮ Scale-Invariant Sparse PCA on High-Dimensional Meta-Elliptical Data
Cites Work
- Unnamed Item
- Unnamed Item
- Non-parametric analysis of a generalized regression model. The maximum rank correlation estimator
- Multivariate location estimation using extension of \(R\)-estimates through \(U\)-statistics type approach
- A weighted dispersion function for estimation in linear models
- On a Geometric Notion of Quantiles for Multivariate Data
- A Distribution-Free Multivariate Sign Test Based on Interdirections
- Multivariate spatial sign and rank methods
- An Approach to Multivariate Rank Tests in Multivariate Analysis of Variance
- The Limiting Distribution of the Maximum Rank Correlation Estimator
- Estimates of the Regression Coefficient Based on Kendall's Tau
