Kendall regression coefficient

DOI10.1016/j.csda.2020.107140OpenAlexW3099654276MaRDI QIDQ830456

Eckhard Liebscher

Publication date: 7 May 2021

Published in: Computational Statistics and Data Analysis (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/j.csda.2020.107140

zbMATH Keywords

dependence measuresKendall's \(\tau \)estimators for dependence measures

Mathematics Subject Classification ID

Statistics (62-XX)

Cites Work

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• Copula-based dependence measures
• Measuring association and dependence between random vectors
• An introduction to copulas.
• Estimators based on trimmed Kendall's tau in multivariate copula models
• Multivariate concordance
• On Kendall's process
• ESTIMATORS BASED ON KENDALL'S TAU IN MULTIVARIATE COPULA MODELS
• Approximation Theorems of Mathematical Statistics
• Estimating Optimal Transformations for Multiple Regression and Correlation

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