Variances and Covariances of Kendall's Tau and Their Estimation
| Autor: | Norman Cliff, Ventura Charlin |
|---|---|
| Rok vydání: | 2016 |
| Předmět: |
Statistics and Probability
Analysis of covariance education.field_of_study Estimation theory Population Estimator Experimental and Cognitive Psychology General Medicine Variance (accounting) Covariance Arts and Humanities (miscellaneous) Statistics Statistical inference education Mathematics Rank correlation |
| Zdroj: | Multivariate behavioral research. 26(4) |
| ISSN: | 0027-3171 |
| Popis: | We generalize the formulas derived by Daniels and Kendall (1947) for the variance of the sample tau correlation. It is assumed that multivariate data are sampled from a population, and sample taus between pairs of variables are being used to estimate their population counterparts. Expressions for the variance of tau-a are generalized to allow for ties on either variable, and we further provide an expression for the covariance between two taus, including the special case where there is a variable in common. Unbiased estimators of the variance and the covariances are also derived for use in small samples. The variances and covariances of tau-a are used to provide asymptotic variances for tau-b and Somers' d. |
| Databáze: | OpenAIRE |
| Externí odkaz: |
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