The probabilistic support Kendall correlation and its transitivity properties

DOI10.1080/03610926.2018.1543776OpenAlexW2913147568MaRDI QIDQ5085591

Ben Goertzel, Ruiting Lian, Chang-Le Zhou

Publication date: 27 June 2022

Published in: Communications in Statistics - Theory and Methods (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1080/03610926.2018.1543776

zbMATH Keywords

correlationtransitivitycorrelation measureprobabilistic supportprobabilistic support Kendall correlation

Mathematics Subject Classification ID

Statistics (62-XX)

Uses Software

• FinTS

Cites Work

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• Influence functions of the Spearman and Kendall correlation measures
• Why probabilistic support is not inductive
• Population models and simulation methods: The case of the Spearman rank correlation
• Exploiting Transitivity of Correlation for Fast Template Matching
• Analysis of Financial Time Series
• A NEW MEASURE OF RANK CORRELATION

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