期刊
AMERICAN STATISTICIAN
卷 72, 期 4, 页码 303-308出版社
AMER STATISTICAL ASSOC
DOI: 10.1080/00031305.2016.1264998
关键词
Bayes factor; Kendall's tau; Nonparametric inference
资金
- European Science Foundation (ERC) [283876]
- Netherlands Organization for Scientific Research
This article outlines a Bayesian methodology to estimate and test the Kendall rank correlation coefficient tau. The nonparametric nature of rank data implies the absence of a generative model and the lack of an explicit likelihood function. These challenges can be overcome by modeling test statistics rather than data. We also introduce a method for obtaining a default prior distribution. The combined result is an inferential methodology that yields a posterior distribution for Kendall's tau.
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