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Record W1592741479

Kendall's tau for autocorrelation

2011· article· en· W1592741479 on OpenAlex

Why this work is in the frame

A frame that forgets how it found something cannot be audited. These are the routes that admitted this work.

fundA Canadian funder is recorded on the work.
no affNo Canadian affiliation: this work is invisible to an affiliation-only frame.
No Canadian affiliation. An affiliation-only frame, the usual design, would never have seen this work. It is one of the works that make the case for inverting the frame.

Bibliographic record

VenueeScholarship (California Digital Library) · 2011
Typearticle
Languageen
FieldMathematics
TopicAdvanced Statistical Methods and Models
Canadian institutionsnot available
FundersNatural Sciences and Engineering Research Council of CanadaRégion de Bruxelles-Capitale
KeywordsAutocorrelationMathematicsContext (archaeology)StatisticsNonparametric statisticsSeries (stratigraphy)Asymptotic analysisCombinatoricsHistory
DOInot available

Abstract

fetched live from OpenAlex

The authors show how Kendall's tau can be adapted to test against serial dependence in a univariate time series context.They provide formulas for the mean and variance of circular and non-circular versions of this statistic, and they prove its asymptotic normality.They present also a Monte Carlo study comparing the power and size of a test based on Kendall's tau to that of competing procedures based on alternative parametric and nonparametric measures of serial dependence.In particular, their simulations indicate that Kendall's tau outperforms Spearman's rho in detecting first-order autoregressive dependence, despite the fact that these two statistics are asymptotically equivalent. R SUM Les auteurs montrent comment le tau de Kendall peut tre adapt pour tester la prsence de dpendance srielle dans une srie chronologique univarie.Ils dterminent l'esprance et la variance de versions circulaire et non-circulaire de cette statistique et en dmontrent la normalit asymptotique.Une tude de Monte-Carlo leur permet aussi de comparer le seuil et la puissance d'un test fond sur cette statistique celle de tests concurrents s'appuyant sur d'autres mesures paramtriques et non paramtriques de dpendance srielle.Leurs simulations indiquent entre autres que le tau de Kendall dtecte plus facilement la prsence de dpendance autorgressive de premier ordre que le rho de Spearman, bien que ces deux statistiques soient asymptotiquement quivalentes.

Fetched live from OpenAlex and de-inverted. Abstracts are not stored in this database: the inverted indexes are 8.6 GB of the frame’s 9.3 GB of text, and the host has 13 GB free.

Full frame distilled prediction

Teacher imitation

Not calibrated prevalence, not ground truth. Human validation pending. Learned from the 10,348 direct Codex labels and 10,348 direct Gemma labels. Candidate is the union of thresholded teacher heads; consensus is their intersection. These outputs are machine_predicted_unvalidated and are not human labels or direct frontier model labels.

metaresearch head score (Codex)0.000
metaresearch head score (Gemma)0.002
Version: codex-gemma-dda1882f352aValidation status: machine_predicted_unvalidated
Candidate categoriesnone
Consensus categoriesnone
DomainCandidate signal: none · Consensus signal: none
Study designCandidate signal: Theoretical or conceptual · Consensus signal: Theoretical or conceptual
GenreCandidate signal: Methods · Consensus signal: Methods
Teacher disagreement score0.213
Threshold uncertainty score0.915

Codex and Gemma teacher scores by category

CategoryCodexGemma
Metaresearch0.0000.002
Meta-epidemiology (narrow)0.0000.000
Meta-epidemiology (broad)0.0000.000
Bibliometrics0.0000.000
Science and technology studies0.0000.000
Scholarly communication0.0000.002
Open science0.0000.000
Research integrity0.0000.000
Insufficient payload (model declined to judge)0.0010.000

Machine scores (provisional)

The two teacher heads of the student model, read on this work. A score orders the frame for review; it never asserts a category, and the validation status ships verbatim with every row.

Baseline scores from an immature model (maturity gate not passed, 7 training rounds). Scores rank; they never assert a category.

Opus teacher head0.109
GPT teacher head0.330
Teacher spread0.221 · how far apart the two teachers sit on this one work
Validation statusscore_only:v0-immature-baseline · verbatim from the scoring run: score_only means the number may rank works, and no category label ships from it