Fast estimation of Kendall's Tau and conditional Kendall's Tau matrices under structural assumptions
Dependence ModelingKendall’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
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Marčenko-Pastur Law for Kendall's Tau [PDF]
Electronic Communications in Probability, 2016 Fixed errors and typos in the section ...
Afonso S. Bandeira +2 more
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On kernel-based estimation of conditional Kendall’s tau: finite-distance bounds and asymptotic behavior [PDF]
Dependence Modeling, 2019 We study nonparametric estimators of conditional Kendall’s tau, a measure of concordance between two random variables given some covariates. We prove non-asymptotic pointwise and uniform bounds, that hold with high probabilities.
Derumigny Alexis, Fermanian Jean-David
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Testing for Changes in Kendall's Tau [PDF]
Econometric Theory, 2016 For a bivariate time series $((X_i,Y_i))_{i=1,...,n}$ we want to detect whether the correlation between $X_i$ and $Y_i$ stays constant for all $i = 1,...,n$.
Aue +38 more
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Study of partial and average conditional Kendall’s tau [PDF]
Dependence Modeling, 2021 When the interest is in studying conditional dependencies, and more precisely the strength of conditional dependencies, some kind of averaging over the conditioning random vector may be needed.
Gijbels Irène, Matterne Margot
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Corrigendum: Increased anxiety from fear of Omicron in China as compared to North America and Western Europe: A cross-sectional Kendall's tau-b analysis using the generalized anxiety disorder 7-item questionnaire. [PDF]
Front Psychiatry, 2022 Shan D, Liu C, Li S, Zheng Y.
europepmc +3 more sources
An LSH Index for Computing Kendall's Tau over Top-k Lists [PDF]
, 2014 We consider the problem of similarity search within a set of top-k lists under the Kendall's Tau distance function. This distance describes how related two rankings are in terms of concordantly and discordantly ordered items.
Michel, Sebastian, Pal, Koninika
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Can point-of-care ultrasound predict the difficulty in intubation? – A prospective observational study [PDF]
Indian Journal of AnaesthesiaBackground and Aims: Airway ultrasonography (USG) parameters have been used to predict difficult tracheal intubation. However, the available literature on this topic is still controversial.
Roopali Phulli +5 more
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Accuracy of the strengths and difficulties questionnaire in identifying common mental health disorders in children and adolescents: a cross-sectional analytical study [PDF]
Discover Mental HealthBackground and aim This cross-sectional analytic study, conducted in the Child and Adolescent Mental Health (CAMH) Clinic of Sultan Qaboos University Hospital (SQUH) for 12 months, aimed to evaluate the precision of the Strengths and Difficulties ...
Maisaa Al-Dhahri +5 more
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Kendall's tau for autocorrelation
, 2011 The authors show how Kendall's tau can be adapted to test against serial dependence in a univariate time series context. They provide formulas for the mean and variance of circular and non-circular versions of this statistic, and they prove its asymptotic normality.
Thomas S. Ferguson +2 more
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