Simulated annealing for the bounds of Kendall's τ and Spearman's ρ

DOI10.1080/00949655.2013.825960zbMath1453.62530OpenAlexW2077169215MaRDI QIDQ5219523

Wei Shao, Fanyu Meng, Guangbao Guo, Guo-Qing Zhao

Publication date: 12 March 2020

Published in: Journal of Statistical Computation and Simulation (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1080/00949655.2013.825960

zbMATH Keywords

simulated annealingboundsMetropolis-Hastings algorithmKendall's \(\tau\)Spearman's \(\rho\)

Mathematics Subject Classification ID

Computational methods for problems pertaining to statistics (62-08) Measures of association (correlation, canonical correlation, etc.) (62H20) Monte Carlo methods (65C05) Approximation methods and heuristics in mathematical programming (90C59)

Related Items (4)

Some inequalities for the Fan product of \(M\)-tensors ⋮ Employing the MCMC technique to compute the projection depth in high dimensions ⋮ Computing the halfspace depth with multiple try algorithm and simulated annealing algorithm ⋮ Multiple-try simulated annealing algorithm for global optimization

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