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Abstract Details

Activity Number: 176
Type: Contributed
Date/Time: Monday, July 30, 2012 : 10:30 AM to 12:20 PM
Sponsor: Section on Statistical Learning and Data Mining
Abstract - #306160
Title: Probability of Concordance Monster (PoC-Mon) Devours Discordance on and off the Tau Path
Author(s): Joseph Verducci*+ and Stephen Niklaus Bamattre
Companies: The Ohio State University and The Ohio State University
Address: 404 Cockins Hall, Columbus, OH, 43210-1247, United States
Keywords: concordance ; Kendall's tau ; copula ; subpopulation ; non-parametric ; test

The geometry of the Tau Path suggests a faster way to sequentially eliminate discordant observations in order to discover a subpopulation in which variables are highly associated. Instead of following the (tau) path determined by the actual sample, PoC-mon devours observations based on where it expects them to be most discordant based on the null model of full independence in the population. PoC-mon has a computational advantage over the Tau Path method when applied to large samples, but there is a modest price in terms of loss of power against some alternative configurations of dependency in the subpopulation.

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