EXPLORING KENDALL'S TAU AND ITS RELATION TO COPULA
One of measure of association between two continuous random variables, used widely for monotonically linear or non-linear cases, is Kendall's Tau. We explore the pro- perties of Kendall's Tau according to the concept of concordance. First of all, we dene a monotonic and bijective functi...
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| Format: | Theses |
| Language: | Indonesia |
| Online Access: | https://digilib.itb.ac.id/gdl/view/34213 |
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| Institution: | Institut Teknologi Bandung |
| Language: | Indonesia |