On kernel-based estimation of conditional Kendall's tau: finite-distance bounds and asymptotic behavior

Alexis Derumigny*, Jean-David Fermanian

*Corresponding author for this work

    Research output: Contribution to journalArticleAcademicpeer-review

    1 Citation (Scopus)
    17 Downloads (Pure)
    Original languageEnglish
    Pages (from-to)292-321
    JournalDependence Modeling
    Volume7
    Issue number1
    DOIs
    Publication statusPublished - 30 Sep 2019

    Keywords

    • conditional dependence measures
    • kernel smoothing
    • conditional Kendall's tau

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