Measures of concordance and testing of independence in multivariate structure
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DOI: 10.1016/j.jmva.2022.105035
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- Joe, Harry, 1990. "Multivariate concordance," Journal of Multivariate Analysis, Elsevier, vol. 35(1), pages 12-30, October.
- Mao, Guangyu, 2018. "Testing independence in high dimensions using Kendall’s tau," Computational Statistics & Data Analysis, Elsevier, vol. 117(C), pages 128-137.
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Keywords
Asymptotic distribution; Independence test; Multivariate concordance;All these keywords.
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