# Questions tagged [kendall-tau]

A measure of concordance between two random variables based on ranks.

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### Test if two values of Kendall's Tau are significantly different?

I want to use Kendall's Tau to check rank correlation in some data. I have two sets of data, and hence compute two values, $\tau_a$ and $\tau_b$. How do I test if $\tau_a$ is significantly different ...
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### Can you use Kendall's Tau to compute covariance matrix?

I am working with multivariate archimedean copulas, and I am wondering how I can extract a covariance matrix out of them? I can get Kendall's Tau matrix of correlation so I was thinking that maybe I ...
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### Need to randomize rank order,

I have a ranking of items, $X = (x_1, \ldots, x_n)$. I want to obtain a random sequence $\hat{X}$, which is a permutation of $x_i$, such that the expected rank-correlation (say, Kendall) between $X$ ...
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### rank correlation test with multiple comparisons

I have run a single algorithm on a 50 problems with 3 different values for a parameter(tiebreak). The algorithm's job is to rank candidate values for a parameter(split) that will be fed into another ...
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### Comparing Kendall's Tau values

I have a single ordinal outcome called RATING, and a series of continuous covariates (P1, P2, P3, etc). I have used Kendall's Tau statistic to assess the concordance/correlation between RATING and ...
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### Patton's Symmetric Joe-Clayton copula

I am currently trying to apply Patton's Symmetric Joe-Clayton Copula, described in his "Modelling Asymmetric Exchange Rate Dependence". I am currently looking for the closed-form relation (if there is ...
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### What test do I use for two variables that are ordinal and seem to have a non monotonic relationship? [duplicate]

I'm trying to find the right test for association for two likert scale, ordinal variables from a questionnaire I did: "How often do you recycle" - (1) Almost Daily, (2)2-3 times a week, (3)Once a ...