Monica De Stefani <[EMAIL PROTECTED]> wrote in message
[EMAIL PROTECTED]">news:[EMAIL PROTECTED]...
> 2) Can Kendall discover nonlinear dependence?
He used to be able to, but he died.
(Look at how Kendall's tau is calculated. Notice that it is
not affected by any monotonic increasing transformation. So
Kendall's tau measures monotonic association - the tendency
of two variables to be in the same order.)
Glen
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