Study of partial and average conditional Kendall’s tau

When the interest is in studying conditional dependencies, and more precisely the strength of conditional dependencies, some kind of averaging over the conditioning random vector may be needed. Examples of average measures that can serve in this context are the average conditional Kendall’s tau and...

Full description

Bibliographic Details
Main Authors: Gijbels Irène, Matterne Margot
Format: Article
Language:English
Published: De Gruyter 2021-07-01
Series:Dependence Modeling
Subjects:
Online Access:https://doi.org/10.1515/demo-2021-0104