Study of partial and average conditional Kendall’s tau

Abstract When the interest is in studying conditional dependencies, and more precisely strength of some kind averaging over conditioning random vector may be needed. Examples average measures that can serve this context are Kendall’s tau partial tau. It known these differ general. Some statistical tests based on measures, a better knowledge them importance. The aim paper to provide quantitative study possible differences two establish su˚cient conditions under which they coincide. Both studied fairly general settings. In each setting theoretical results established as well several illustrative examples given.