On Kendall's Autocorrelations |
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| Authors: | Miroslav Šiman |
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| Institution: | 1. Institute of Information Theory and Automation of the ASCR , Prague , Czech Republic siman@utia.cas.cz |
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| Abstract: | This brief article extends the theory of sample Kendall's autocorrelations by providing their exact variances at lags higher than one under the null hypothesis of randomness, by introducing and investigating their weighted modifications, and by numerical demonstration of these results and their usefulness. |
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| Keywords: | Autocorrelation Kendall's tau Serial rank coefficient |
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