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arXiv · 2202.11895

The Impossibility of Testing for Dependence Using Kendall's $\tau$ Under Missing Data of Unknown Form

Oliver R. Cutbill·Rami V. Tabri
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Abstract

This paper discusses the statistical inference problem associated with testing for dependence between two continuous random variables using Kendall's $\tau$ in the context of the missing data problem. We prove the worst-case identified set for this measure of association always includes zero. The consequence of this result is that robust inference for dependence using Kendall's $\tau$, where robustness is with respect to the form of the missingness-generating process, is impossible.

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Oliver R. Cutbill, Rami V. Tabri. 2022-02-24. The Impossibility of Testing for Dependence Using Kendall's $\tau$ Under Missing Data of Unknown Form. https://arxiv.org/abs/2202.11895

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