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Theory and Method

Multivariate Generalization of Kendall's Tau with Application to Data Reduction

Pages 367-376 | Received 01 Apr 1975, Published online: 05 Apr 2012
 

Abstract

The usual bivariate Kendall's tau estimates the probability of concordance of point pairs minus the probability of discordance. This paper presents a multivariate generalization of this idea. The multivariate versions can be used to investigate dimensions (in the multicollinearity spirit) in the data. Examples are given.

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