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• W2978071447 abstract "Abstract We study nonparametric estimators of conditional Kendall’s tau, a measure of concordance between two random variables given some covariates. We prove non-asymptotic pointwise and uniform bounds, that hold with high probabilities. We provide “direct proofs” of the consistency and the asymptotic law of conditional Kendall’s tau. A simulation study evaluates the numerical performance of such nonparametric estimators. An application to the dependence between energy consumption and temperature conditionally to calendar days is finally provided." @default.
• W2978071447 created "2019-10-10" @default.
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• W2978071447 date "2019-01-01" @default.
• W2978071447 modified "2023-10-18" @default.
• W2978071447 title "On kernel-based estimation of conditional Kendall’s tau: finite-distance bounds and asymptotic behavior" @default.
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• W2978071447 doi "https://doi.org/10.1515/demo-2019-0016" @default.
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