Some properties of Kendall's partial rank correlation coefficient

Paul I. Nelson and Shie-Shien Yang

Statistics & Probability Letters, 1988, vol. 6, issue 3, 147-150

Abstract: We show through a simulation study that the approximate distribution of Kendall's partial rank correlation coefficient [tau]12.3 can be obtained by Jackknifing. We also present some examples which demonstrate that [tau]12.3 can be difficult to interpret.

Keywords: partial; rank; correlation; jackknife (search for similar items in EconPapers)
Date: 1988
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