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Kendall's tau

Definitions

  • WordNet 3.6
    • n Kendall's tau a nonparametric measure of the agreement between two rankings
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Usage


In science:

In the functional regression model with random xi ’s, the procedure proposed by Ghosal, Sen and van der Vaart (2000) is based on a locally weighted version of Kendall’s tau.
Testing convex hypotheses on the mean of a Gaussian vector. Application to testing qualitative hypotheses on a regression function
The sample version of τ, τs is defined as the product moment correlation of “signs of concordance”, and this is the statistic used (cid:80) (cid:80) by the Kendall Tau test.
A nonparametric independence test using random permutations
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