Following the course, in order to define assocation measures (from Kruskal (1958)) or concordance measures (from Scarsini (1984)), define a concordance function as follows: let be a random pair with copula , and with copula . Then define the so-...
Posts Tagged ‘ tau ’
Kendall’s Tau
Kendall’s Tau This is an example of Kendall’s Tau rank correlation. This is similar to Spearman’s Rho in that it is a non-parametric measure of correlation on ranks. It is an appropriate measure for ordinal data and is fairly straight forward when there are no ties in the ranks. When ties do exist then variations
Zero Inflated Models and Generalized Linear Mixed Models with R.
Zuur, Saveliev, Ieno (2012).
