Some properties of Kendall's partial rank correlation coefficient

We show through a simulation study that the approximate distribution of Kendall's partial rank correlation coefficient [tau]12.3 can be obtained by Jackknifing. We also present some examples which demonstrate that [tau]12.3 can be difficult to interpret.

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Year of publication:	1988
Authors:	Nelson, Paul I. ; Yang, Shie-Shien
Published in:	Statistics & Probability Letters. - Elsevier, ISSN 0167-7152. - Vol. 6.1988, 3, p. 147-150
Publisher:	Elsevier
Subject:	partial rank correlation jackknife

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Type of publication:	Article
Source:	RePEc - Research Papers in Economics

Persistent link: https://www.econbiz.de/10005254114