A SIMPLIFIED DERIVATION OF THE VARIANCE OF KENDALL RANK CORRELATION-COEFFICIENT

被引：5

作者：

VALZ, PD

MCLEOD, AI

机构：

来源：

AMERICAN STATISTICIAN | 1990年 / 44卷 / 01期

关键词：

D O I：

10.2307/2684956

中图分类号：

O21 [概率论与数理统计]; C8 [统计学];

学科分类号：

020208 ; 070103 ; 0714 ;

摘要：

引用

页码：39 / 40

页数：2

共 50 条

[1] AN ALGORITHM AND PROGRAM FOR CALCULATION OF KENDALL RANK CORRELATION-COEFFICIENT
BROPHY, AL
[J]. BEHAVIOR RESEARCH METHODS INSTRUMENTS & COMPUTERS, 1986, 18 (01): : 45 - 46
[2] NOTE ON EDGEWORTH EXPANSION FOR KENDALL RANK CORRELATION-COEFFICIENT
ALBERS, W
[J]. ANNALS OF STATISTICS, 1978, 6 (04): : 923 - 925
[3] NON-NULL PROPERTIES OF KENDALL PARTIAL RANK CORRELATION-COEFFICIENT
JOHNSON, NS
[J]. BIOMETRIKA, 1979, 66 (02) : 333 - 337
[4] CONCERNING KENDALL TAU, A NONPARAMETRIC CORRELATION-COEFFICIENT
SCHAEFFER, MS
LEVITT, EE
[J]. PSYCHOLOGICAL BULLETIN, 1956, 53 (04) : 338 - 346
[5] ASYMPTOTIC-BEHAVIOR OF KENDALL PARTIAL RANK CORRELATION-COEFFICIENT AND ADDITIONAL QUANTILE ESTIMATES
MAGHSOODLOO, S
PALLOS, LL
[J]. JOURNAL OF STATISTICAL COMPUTATION AND SIMULATION, 1981, 13 (01) : 41 - 48
[6] THE ASYMPTOTIC VARIANCE OF THE INTERCLASS CORRELATION-COEFFICIENT
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SRIVASTAVA, MS
[J]. BIOMETRIKA, 1991, 78 (01) : 225 - 228
[7] ASYMPTOTIC-EXPANSION AND A LOCAL LIMIT-THEOREM FOR A FUNCTION OF KENDALL RANK CORRELATION-COEFFICIENT
PRASKOVAVIZKOVA, Z
[J]. ANNALS OF STATISTICS, 1976, 4 (03): : 597 - 606
[8] MEAN AND VARIANCE OF TETRACHORIC CORRELATION-COEFFICIENT
BROWN, MB
BENEDETTI, JK
[J]. PSYCHOMETRIKA, 1977, 42 (03) : 347 - 355
[9] KENDALL TAU IS EQUAL TO THE CORRELATION-COEFFICIENT FOR THE BVE DISTRIBUTION
EDWARDES, MDD
[J]. STATISTICS & PROBABILITY LETTERS, 1993, 17 (05) : 415 - 419
[10] A RANK CORRELATION-COEFFICIENT RESISTANT TO OUTLIERS
GIDEON, RA
HOLLISTER, RA
[J]. JOURNAL OF THE AMERICAN STATISTICAL ASSOCIATION, 1987, 82 (398) : 656 - 666

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