Kendall’s tau for hierarchical data

This paper is concerned with hierarchical data having three levels. The level 1 units are nested in the level 2 units or subclusters which are themselves nested in the level 3 clusters. The model for this data is assumed to fulfill some symmetry assumptions. The level 1 units within each subcluster...

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Veröffentlicht in:	Journal of multivariate analysis 2014-07, Vol.128, p.210-225
Hauptverfasser:	Romdhani, H., Lakhal-Chaieb, L., Rivest, L.-P.
Format:	Artikel
Sprache:	eng
Schlagworte:	Asymptotic methods Correlation analysis Exchangeable copula Hierarchical Archimedean copula Hierarchical meta-elliptical copula Intra class independence test Kendall’s tau Mathematical models Monte Carlo simulation Parameter estimation Pitman efficiency Studies Symmetry
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