角-线性关联的非参数度量

Nonparametric Measures of Angular-Linear Association

Biometrika · 1981
被引 2
ABS 4

中文导读

提出了角变量与线性变量之间关联的一般模型,开发了类似Kendall tau的U统计量来度量这种关联,并比较了其性能。

Abstract

General models of association between an angular and a linear variable, corresponding to monotone association between two linear variables, are proposed; U-statistics which are analogues of Kendall's tau are developed to measure such association, their distributions obtained, and their performances compared with other measures of angular-linear association.

非参数统计关联度量计量经济学应用数学