The distribution of Kendall's tau for testing the significance of cross-correlation in persistent data;La distribution du tau de Kendall pour tester la significativité de la corrélation croisée dans des données persistantes

Hydrological Sciences Journal

Volumn 56, Issue 5, 2011, Pages 841-853

  Hamed, K H ^a  

^a CAIRO UNIVERSITY   (Egypt)

Author keywords

autocorrelation; copula; cross correlation; distribution free; field significance; Gaussian dependence; Kendall's tau; non parametric; persistence; probability distribution

Indexed keywords

COPULA; CROSS CORRELATIONS; DISTRIBUTION-FREE; FIELD SIGNIFICANCE; GAUSSIANS; KENDALL'S TAU; NON-PARAMETRIC; PERSISTENCE;

AUTOCORRELATION; FORESTRY; PROBABILITY DISTRIBUTIONS;

GAUSSIAN DISTRIBUTION;

AIR TEMPERATURE; AUTOCORRELATION; MULTIVARIATE ANALYSIS; NORTHERN HEMISPHERE; PROBABILITY; TIME SERIES ANALYSIS; TREE RING;

DISTRIBUTION; FORESTRY; PROBABILITY;

EID: 84858227602     PISSN: 02626667     EISSN: 21503435     Source Type: Journal    
DOI: 10.1080/02626667.2011.586948     Document Type: Article

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