1) Are there some conditions which I can apply normality to Kendall
tau?
I was wondering if x's observations must be
independent and y's observations must be independent to apply
asymptotically normal limiting
distribution.
(null hypothesis = x and y are independent).
Could you tell me something about?
2) Can Kendall discover nonlinear dependence? If not (i.e. Kendall
discover
only linear dependence) why Kendall's partial tau discover nonlinear
dependence?
3) How is T(z) calculate? In some papers it's "predefined tolerance",
but how
can I calculate it?
Thanks.
Monica De Stefani.
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