An exact unbiased semi-parametric maximum quasi-likelihood framework which is complete in the presence of ties

Abstract: This paper introduces a novel quasi-likelihood extension of the generalised Kendall (τ{a}) estimator, together with an extension of the Kemeny metric and its associated covariance and correlation forms. The central contribution is to show that the U-statistic structure of the proposed coefficient (τκ) naturally induces a quasi-maximum likelihood estimation (QMLE) framework, yielding consistent Wald and likelihood ratio test statistics. The development builds on the uncentred correlation inner-product (Hilbert space) formulation of Emond and Mason (2002) and resolves the associated sub-Gaussian likelihood optimisation problem under the (\ell_{2})-norm via an Edgeworth expansion of higher-order moments. The Kemeny covariance coefficient (τ_κ) is derived within a novel likelihood framework for pairwise comparison-continuous random variables, enabling direct inference on population-level correlation between ranked or weakly ordered datasets. Unlike existing approaches that focus on marginal or pairwise summaries, the proposed framework supports sample-observed weak orderings and accommodates ties without information loss. Drawing parallels with Thurstone's Case V latent ordering model, we derive a quasi-likelihood-based tie model with analytic standard errors, generalising classical U-statistics. The framework applies to general continuous and discrete random variables and establishes formal equivalence to Bradley-Terry and Thurstone models, yielding a uniquely identified linear representation with both analytic and likelihood-based estimators.