Estimates of covariance matrix of U-statistic and confidence intervals for Kendall tau.
Frantisek RublíkPublished in: Kybernetika (2016)
Keyphrases
- confidence intervals
- covariance matrix
- sample size
- covariance matrices
- stochastic systems
- principal component analysis
- multivariate gaussian
- model selection
- mahalanobis distance
- stopping rules
- correlation matrix
- estimation error
- geometrical interpretation
- eigenvalues and eigenvectors
- gaussian mixture
- markov chain
- worst case
- objective function
- upper bound
- final result
- machine learning
- monte carlo
- test set