Canadian Journal of Statistics

An exchangeable Kendall's tau for clustered data

Journal Article

Abstract

This article introduces the exchangeable Kendall's tau as a nonparametric intraclass association measure in a clustered data frame and studies the sampling properties of an estimator of this quantity. Its asymptotic distribution is derived under a multivariate exchangeable model. Two applications of the proposed statistic are considered. The first is an estimator of the intraclass correlation coefficient for data drawn from an elliptical distribution. The asymptotic properties of this estimator are investigated under an extended random effects ANOVA model. The second is a semiparametric intraclass independence test based on the exchangeable Kendall's tau whose performance is assessed using Pitman efficiencies and a Monte Carlo study. The Canadian Journal of Statistics 42: 384–403; 2014 © 2014 Statistical Society of Canada

Related Topics

Related Publications

Related Content

Site Footer

Address:

This website is provided by John Wiley & Sons Limited, The Atrium, Southern Gate, Chichester, West Sussex PO19 8SQ (Company No: 00641132, VAT No: 376766987)

Published features on StatisticsViews.com are checked for statistical accuracy by a panel from the European Network for Business and Industrial Statistics (ENBIS)   to whom Wiley and StatisticsViews.com express their gratitude. This panel are: Ron Kenett, David Steinberg, Shirley Coleman, Irena Ograjenšek, Fabrizio Ruggeri, Rainer Göb, Philippe Castagliola, Xavier Tort-Martorell, Bart De Ketelaere, Antonio Pievatolo, Martina Vandebroek, Lance Mitchell, Gilbert Saporta, Helmut Waldl and Stelios Psarakis.