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Fast estimation of Kendall's Tau and conditional Kendall's Tau matrices under structural assumptions

open access: yesDependence Modeling
Kendall’s tau and conditional Kendall’s tau matrices are multivariate (conditional) dependence measures between the components of a random vector. For large dimensions, available estimators are computationally expensive and can be improved by averaging ...
van der Spek Rutger, Derumigny Alexis
doaj   +1 more source

Generalized covariance inequalities

open access: yesOpen Mathematics, 2011
Matuła Przemysław, Ziemba Maciej
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