Variances and Covariances of Kendall's Tau and Their Estimation
Bibliographic Data
| ID | 19290255 |
|---|---|
| Authors | Norman Cliff, Ventura Charlin (0000-0001-6580-9837) |
| Year | 1991 |
| Volume | 26 |
| Issue | 4 |
| Pages | 693-707 |
| Publication date | 1991-10-01 |
| Open Access | No |
| Type | ARTICLE |
| Venue | Multivariate Behavioral Research (JOURNAL) |
| Journal identifiers | ISSN: 0027-3171 • E-ISSN: 1532-7906 |
| Publisher | Informa UK Limited (PUBLISHER • GB) |
| DOI | 10.1207/s15327906mbr2604_6 |
| PMID | 26751027 |
| OpenAlex | W2076898240 |
| Language | EN |
| Citations received | 4 |
| References cited | 5 |
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
Analysis of covariance · Correlation · Covariance · Econometrics · Estimator · Mathematical analysis · Multivariate statistics · Population · Sample (material) · Statistics · Variable (mathematics) · Variance (accounting) · Advanced Statistical Methods and Models · Bayesian Modeling and Causal Inference · Chemistry · Demography · Mathematics · Statistical Methods and Bayesian Inference
| Citations per year | 0.12 |
|---|---|
| Citation span | 1993 - 2009 (17) |
| Highly cited | No |