Related papers: Kendall's Tau for Two-Sample Inference Problems
Correlation matrices play a key role in many multivariate methods (e.g., graphical model estimation and factor analysis). The current state-of-the-art in estimating large correlation matrices focuses on the use of Pearson's sample…
The two-parameter Birnbaum-Saunders distribution has been used succesfully to model fatigue failure times. Although censoring is typical in reliability and survival studies, little work has been published on the analysis of censored data…
We introduce a metric on the set of permutations of given order, which is a weighted generalization of Kendall's $\tau$ rank distance and study its properties. Using the edge graph of a permutohedron, we give a criterion which guarantees…
This paper discusses the statistical inference problem associated with testing for dependence between two continuous random variables using Kendall's $\tau$ in the context of the missing data problem. We prove the worst-case identified set…
We introduce a correlation coefficient that is designed to deal with a variety of ranking formats including those containing non-strict (i.e., with-ties) and incomplete (i.e., unknown) preferences. The correlation coefficient is designed to…
Comparative binary outcome data are of fundamental interest in statistics and are often pooled in meta-analyses. Here we examine the simplest case where for each study there are two patient groups and a binary event of interest, giving rise…
This paper proposes a new test for the comparison of conditional quantile curves when the outcome of interest, typically a duration, is subject to right censoring. The test can be applied both in the case of two independent samples and for…
Many applications motivate the distance measure between rankings, such as comparing top-k lists and rank aggregation for voting, and intrigue great interest to researchers. For example, for a search engine, the use of different ranking…
Kaplan-Meier and Nelson-Aalen integral estimators to the tail index of right-censored Pareto-type data traditionally rely on the assumption that the proportion p of upper uncensored observations exceeds one-half, corresponding to weak…
In this article, the weighted empirical likelihood is applied to a general setting of two-sample semiparametric models, which includes biased sampling models and case-control logistic regression models as special cases. For various types of…
We treat the problem of testing independence between m continuous variables when m can be larger than the available sample size n. We consider three types of test statistics that are constructed as sums or sums of squares of pairwise rank…
Estimation of the extreme value index under right censoring is a fundamental problem in extreme value theory, with important applications in finance, insurance, and reliability. Classical integral estimators for Pareto-type tails typically…
A new procedure is presented, which allows, based on Kendall's $\tau$, to test for partial correlation in the presence of censored data. Further, a significance level can be assigned to the partial correlation -- a problem which hasn't been…
A hybrid censoring scheme is a mixture of Type-I and Type-II censoring schemes. We study the estimation of parameters of weighted exponential distribution based on Type-II hybrid censored data. By applying EM algorithm, maximum likelihood…
For a bivariate time series $((X_i,Y_i))_{i=1,...,n}$ we want to detect whether the correlation between $X_i$ and $Y_i$ stays constant for all $i = 1,...,n$. We propose a nonparametric change-point test statistic based on Kendall's tau and…
Inference based on the penalized density ratio model is proposed and studied. The model under consideration is specified by assuming that the log--likelihood function of two unknown densities is of some parametric form. The model has been…
Truncated data plays an important role in the statistical analysis of astronomical observations as well as in survival analysis. The motivating example for this paper concerns a set of measurements on quasars in which there is double…
Censored quantile regression has emerged as a prominent alternative to classical Cox's proportional hazards model or accelerated failure time model in both theoretical and applied statistics. While quantile regression has been extensively…
We present efficient algorithms for simultaneously computing Kendall's tau and the jackknife estimator of its variance. For the classical pairwise tau, we describe a modification of Knight's algorithm (originally designed to compute only…
Propensity score methods are increasingly being used to reduce estimation bias of treatment effects for observational studies. Previous research has shown that propensity score methods consistently estimate the marginal hazard ratio for…