Fast algorithms for the calculation of Kendall's τ

Computational Statistics

Volumn 20, Issue 1, 2005, Pages 51-62

  Christensen, David ^a  

^a Link House   (United Kingdom)

Author keywords

Algorithm; Kendall's Tau; O(n log n)

Indexed keywords

EID: 33746035297     PISSN: 09434062     EISSN: None     Source Type: Journal    
DOI: 10.1007/BF02736122     Document Type: Article

References (5)

1. Adel'son-Vel'skii, G. M. and Landis, E. M. (1962), An Algorithm for the Organization of Information. Soviet Mathematics Doklady, 3, 1259-1262.
2. Dwork, C., Kumar, R., Naor, M. and Sivakumar, D. (2001), Rank Aggregation Revisited. Proc. 10th International World Wide Web Conference, 613-622.
3. Knuth, D.E. (1998), The Art of Computer Programming, Volume 3: Sorting and Searching, Addison-Wesley, 2nd edition.
4. Lindskog, F., McNeil, A. and Schmock, U. (2001), Kendall's τ for Elliptical Distributions. Working paper from http://www.math.ethz.ch/~mcneil/ pub_list.html
5. Press, W.H., Flannery, B.P., Teukolsky, S.A. and Vetterling, W.T. (1993), Numerical Recipes, Cambridge University Press.