Bayesian estimation of Kendall’s τ using a latent normal approach
Published in Statistics & Probability Letters, 2019
Recommended citation: van Doorn, J., Ly, A., Marsman, M., & Wagenmakers, E.-J. (2019). "Bayesian estimation of Kendall's τ using a latent normal approach." Statistics & Probability Letters, 145, 268-272. https://doi.org/10.1016/j.spl.2018.10.004
Demonstrates how introducing a latent normal level to ordinal data yields Bayesian inference for Kendall’s rank correlation coefficient.