MSK {MKendall}

Estimating Row and Column Sample Matrix Kendall's Tau

Description

This function is to estimate row and column sample matrix Kendall's tau which are defined in He et al. (2022) <arXiv:2207.09633>

Usage

MSK(X, type = "1")

Arguments

X

Input three-dimensional array, of dimension T \times p \times q. T is the sample size, p is the row dimension of each matrix observation and q is the column dimension of each matrix observation.

type

If type=1, calculate the row sample matrix Kendall's tau; if type=2, calculate the column sample matrix Kendall's tau. The default is the row sample matrix Kendall's tau.

Details

See He at al. (2022) <arXiv:2207.09633> for details.

Value

If type=1, the return value is a p \times p matrix; if type=2, the return value is a q \times q matrix.

Author(s)

Yong He, Yalin Wang, Long Yu, Wang Zhou and Wenxin Zhou.

References

He, Y., Wang, Y., Yu, L., Zhou, W., & Zhou, W. X. (2022). A new non-parametric Kendall's tau for matrix-value elliptical observations <arXiv:2207.09633>.

Examples

X=array(rnorm(400),c(20,5,4))
MSK(X,1)