Table 3.

Summary of the simulation results for modified Kendall’s tau. Bias and MCSD are the empirical bias (×1000) and empirical standard deviation (×1000) of the 1000 estimated modified Kendall’s tau.

Scenario	n	η	ε = 1				ε = 2
			${\tau }_1^{\ast }$	Bias	MCSD	CR	${\tau }_2^{\ast }$	Bias	MCSD	CR
I	200	3.0	0.20	−13	68	0.947	0.26	−21	83	0.943
		5.0	0.30	−26	68	0.923	0.31	−33	79	0.942
	500	3.0	0.20	−4	43	0.945	0.26	−8	53	0.925
		5.0	0.30	−8	42	0.939	0.31	−14	52	0.937
II	200	3.0	0.20	−16	70	0.925	0.77	−35	41	0.947
		5.0	0.30	−26	68	0.921	0.79	−38	36	0.918
	500	3.0	0.20	−7	42	0.947	0.77	−13	24	0.952
		5.0	0.30	−12	42	0.935	0.79	−15	22	0.939
III	200	3.0	0.20	−14	67	0.947	0.80	−27	35	0.934
		5.0	0.30	−33	65	0.920	0.80	−28	35	0.927
	500	3.0	0.20	−8	44	0.932	0.80	−11	20	0.942
		5.0	0.30	−17	43	0.922	0.80	−12	20	0.944