A weighted Kendall's tau statistic

DOI10.1016/S0167-7152(98)00006-6zbMath0903.62056OpenAlexW1986926488MaRDI QIDQ1265996

Grace S. Shieh

Publication date: 6 January 1999

Published in: Statistics \& Probability Letters (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/s0167-7152(98)00006-6

zbMATH Keywords

rankcritical valuesU-statisticsweighted correlationsweighted Kendall's tau statistic

Mathematics Subject Classification ID

Asymptotic distribution theory in statistics (62E20) Measures of association (correlation, canonical correlation, etc.) (62H20)

Related Items (14)

On Kendall's Autocorrelations ⋮ Locally most powerful and other rank tests for independence -- with a contaminated weighted alternative ⋮ Approximate sorting of data streams with limited storage ⋮ On a weighted generalization of Kendall's tau distance ⋮ Split variable selection for tree modeling on rank data ⋮ Preference aggregation in the generalised unavailable candidate model ⋮ Distance-based tree models for ranking data ⋮ New weighted rank correlation coefficients sensitive to agreement on top and bottom rankings ⋮ fastWKendall: an efficient algorithm for weighted Kendall correlation ⋮ Estimators based on trimmed Kendall's tau in multivariate copula models ⋮ Mixtures of Weighted Distance-Based Models for Ranking Data ⋮ Mixtures of weighted distance-based models for ranking data with applications in political studies ⋮ A class of weighted rank correlation measures ⋮ The weighted rank correlation coefficient \(r_{W2}\) in the case of ties

Cites Work

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• Asymptotic distributions of weighted \(U\)-statistics of degree 2
• Asymptotic normality of permutation statistics derived from weighted sums of bivariate functions
• Contributions to the Theory of Rank Order Statistics-the Two-Sample Case
• Tables of the exact quantiles of the top-down correlation coefficient for n - 3(1)14
• A Measure of Top-Down Correlation
• A nonparametric comparison of two multiple regressions by means of a weighted measure of correlation
• Concordance of Complete or Right-Censored Rankings Based on Spearman's Footrule

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