Decomposition of Kendall's [tau]: implications for clustering

T. Kowalczyk and M. Niewiadomska-Bugaj

Statistics & Probability Letters, 2000, vol. 48, issue 4, 375-383

Abstract: A decomposition of a generalized Kendall's [tau] into three components ("within", "between" and "remainder" terms) is presented. We show how the maximization of the "between" term can be used in clustering and that the optimal decomposition in the case of a regular dependence of variables is non-overlapping ([tau]R = 0). Characterization of admissible solutions to maximization problem is provided.

Keywords: Concentration; index; Clustering; Decomposition; Kendall's; [tau] (search for similar items in EconPapers)
Date: 2000
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