On Kendall's regression

Derumigny, A; Fermanian, JD

Fermanian, JD (corresponding author), Crest Ensae, 5 Av Henry le Chatelier, F-91764 Palaiseau, France.

JOURNAL OF MULTIVARIATE ANALYSIS, 2020; 178 ():

Abstract

Conditional Kendall's tau is a measure of dependence between two random variables, conditionally on some covariates. We assume a regression-type relat......

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