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Kendall rank correlation coefficient
Formal sciences
Statistics
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Non-parametric statistics
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Related lectures (27)
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Specification of the deterministic part
Explores piecewise linear specifications in choice models and their impact on sensitivity to travel time.
Linear Regression: Basics and Applications
Explains the least-squares regression line, correlation coefficients, outliers, influential points, and residuals in regression models.
Intraday Data Analysis
Covers intraday data analysis, systematic studies, debugging, multicore computing, GPU programming, and correlation computation with GPUs.
Response Spectrum Method
Covers the Response Spectrum Method and its combination rules, emphasizing effective modal mass and maximum absolute responses.
Linear Regression: Simple
Introduces simple linear regression, properties of residuals, variance decomposition, and the coefficient of determination in the context of Okun's law.
Copulas and Margins: Extremal Dependence in Statistics
Delves into copulas, margins, and extremal dependence in statistics, covering topics like logistic copulas and Kendall's tau.
Generalized Linear Models: Theory and Applications
Explores Generalized Linear Models theory, including logistic and Poisson regression, model evaluation, and coefficient tests.