Bayesian estimation of Kendall’s τ using a latent normal approach
| Authors | |
|---|---|
| Publication date | 02-2019 |
| Journal | Statistics and Probability Letters |
| Volume | Issue number | 145 |
| Pages (from-to) | 268-272 |
| Organisations |
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| Abstract | The rank-based association between two variables can be modeled by introducing a latent normal level to ordinal data. We demonstrate how this approach yields Bayesian inference for Kendall’s τ, improving on a recent Bayesian solution based on its asymptotic properties. |
| Document type | Article |
| Note | With supplementary file |
| Language | English |
| Published at |
https://doi.org/10.1016/j.spl.2018.10.004
(Final published version)
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| Published at |
https://arxiv.org/abs/1703.01805
(Submitted manuscript)
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| Other links | |
| Downloads |
1-s2.0-S0167715218303201-main
(Final published version)
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| Supplementary materials | |
| Permalink to this page | |
