Influence function-based confidence intervals for the Kendall rank correlation coefficient.
Zhonglu HuangGengsheng QinPublished in: Comput. Stat. (2023)
Keyphrases
- correlation coefficient
- confidence intervals
- chi square
- sufficiently small
- sample size
- root mean square error
- standard deviation
- stochastic systems
- stepwise regression
- stopping rules
- monte carlo
- machine learning
- limit theorems
- principal components
- semi supervised
- computer vision
- root mean squared error
- covariance matrix
- learning algorithm
- data sets