Simultaneous computation of Kendall’s tau and its jackknife variance

IF 0.9 4区数学 Q3 STATISTICS & PROBABILITY

Statistics & Probability Letters Pub Date : 2024-06-19 DOI:10.1016/j.spl.2024.110181

Samuel Perreault

引用次数: 0

Abstract

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 tau) that does so while preserving its $O (n {log}_{2} n)$ runtime in the number of observations $n$ . We also introduce a novel algorithm computing a multivariate extension of tau and its jackknife variance in $O (n {log}_{2}^{p} n)$ time.

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同时计算 Kendall's tau 及其 jackknife 方差

我们提出了同时计算 Kendall's tau 及其方差的 jackknife 估计数的高效算法。对于经典的成对 tau，我们描述了对 Knight 算法（最初只设计用于计算 tau）的一种修改，该算法在计算 tau 的同时，还能保持其在观测值 n 数量下的 O(nlog2n) 运行时间。我们还介绍了一种新算法，该算法能在 O(nlog2pn) 时间内计算 tau 的多变量扩展及其 jackknife 方差。

本文章由计算机程序翻译，如有差异，请以英文原文为准。

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来源期刊

Statistics & Probability Letters 数学-统计学与概率论

CiteScore

1.60

自引率

0.00%

发文量

173

审稿时长

6 months

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