Abstract
Calculation of the strength of dependence in the case of interval data is computation-wise a very demanding task. We consider the case of Kendall’s τ statistic, and calculate approximations of its minimal and maximal values using very easy to compute heuristic approximations. Using Monte Carlo simulations and more accurate calculations based on an evolutionary algorithm we have evaluated the effectiveness of proposed heuristics.
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Hryniewicz, O., Opara, K. (2013). Efficient Calculation of Kendall’s τ for Interval Data. In: Kruse, R., Berthold, M., Moewes, C., Gil, M., Grzegorzewski, P., Hryniewicz, O. (eds) Synergies of Soft Computing and Statistics for Intelligent Data Analysis. Advances in Intelligent Systems and Computing, vol 190. Springer, Berlin, Heidelberg. https://doi.org/10.1007/978-3-642-33042-1_22
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DOI: https://doi.org/10.1007/978-3-642-33042-1_22
Publisher Name: Springer, Berlin, Heidelberg
Print ISBN: 978-3-642-33041-4
Online ISBN: 978-3-642-33042-1
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