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Decomposition of Kendall's [tau]: implications for clustering

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  • Kowalczyk, T.
  • Niewiadomska-Bugaj, M.

Abstract

A decomposition of a generalized Kendall's [tau] into three components ("within", "between" and "remainder" terms) is presented. We show how the maximization of the "between" term can be used in clustering and that the optimal decomposition in the case of a regular dependence of variables is non-overlapping ([tau]R = 0). Characterization of admissible solutions to maximization problem is provided.

Suggested Citation

  • Kowalczyk, T. & Niewiadomska-Bugaj, M., 2000. "Decomposition of Kendall's [tau]: implications for clustering," Statistics & Probability Letters, Elsevier, vol. 48(4), pages 375-383, July.
    • Handle: RePEc:eee:stapro:v:48:y:2000:i:4:p:375-383
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    References listed on IDEAS

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    1. Kowalczyk, Teresa, 2000. "Link between grade measures of dependence and of separability in pairs of conditional distributions," Statistics & Probability Letters, Elsevier, vol. 46(4), pages 371-379, February.
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