Date: 2014-01-31

Time: 15:30-16:30

Location: BURN 1205

Abstract:

I’ll introduce the exchangeable Kendall’s tau as a nonparametric intra class association measure in a clustered data frame and provide an estimator for this measure. The asymptotic properties of this estimator are investigated under a multivariate exchangeable cdf. Two applications of the proposed statistic are considered. The first is an estimator of the intraclass correlation coefficient for data drawn from an elliptical distribution. The second is a semi-parametric intraclass independence test based on the exchangeable Kendall’s tau.

Speaker

Hela Romdhani is a Postdoctoral Fellow in the Department of Biostatistics, Epidemiology and Occupational Health at McGill.