2019-02-01
Bayesian estimation of Kendall's τ using a latent normal approach
Publication
Publication
Statistics & Probability Letters , Volume 145 p. 268- 272
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.
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| doi.org/10.1016/j.spl.2018.10.004 | |
| Statistics & Probability Letters | |
| Organisation | Centrum Wiskunde & Informatica, Amsterdam (CWI), The Netherlands |
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van Doorn, J., Ly, A., Marsman, M., & Wagenmakers, E.-J. (2019). Bayesian estimation of Kendall's τ using a latent normal approach. Statistics & Probability Letters, 145, 268–272. doi:10.1016/j.spl.2018.10.004 |
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