A Simplified Derivation of the Variance of Kendall's Rank Correlation Coefficient

Paul D Valz, A. I. M. (1990). A Simplified Derivation of the Variance of Kendall's Rank Correlation Coefficient.

Type

Unclassified

Intellectual base

Unclassified

Year

1990

DOI

10.1080/00031305.1990.10475691

Link

https://doi.org/10.1080/00031305.1990.10475691

Cited by

1 citation across 1 artifact.

Domain-specific

• Kendall rank correlation coefficient
  • … missingness, concordant discordant and tied-pair definitions, tau variant and denominator, estimate range, null hypothesis, variance or exact distribution and uncertainty are explicit. to An applied instance preserves the same invariant under changed scale, notation, dataset, jurisdiction, or implementation..

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Registry ID ref:3e474d1ff4d2 · see in the full table