Institute of Information Theory and Automation

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Bibliography

Journal Article

On Kendall's Autocorrelations

Šiman Miroslav

: Communications in Statistics - Theory and Methods vol.41, 10 (2012), p. 1733-1738

: 1M06047, GA MŠk

: autocorrelation, Kendall's tau, serial rank coefficient

: 10.1080/03610926.2010.549991

: http://library.utia.cas.cz/separaty/2012/SI/siman-0379911.pdf

(eng): This brief article extends the theory of sample Kendall’s autocorrelations by providing their exact variances at lags higher than one under the null hypothesis of randomness, by introducing and investigating their weighted modifications, and by numerical demonstration of these results and their usefulness.

: BA

2019-01-07 08:39