A Rank Correlation Coefficient Resistant to Outliers

DOI10.2307/2289479zbMath0619.62052OpenAlexW4245012503MaRDI QIDQ3756337

Rudy A. Gideon, Robert A. Hollister

Publication date: 1987

Full work available at URL: https://scholarworks.umt.edu/math_pubs/3

zbMATH Keywords

robustnesstiespermutation groupmeasure of associationcopula functionCritical valuesindependence testingrandomization methodPearsonSpearmanrank correlation coefficientsoutlier resistancebiased outliersKendall correlation coefficientsminimum and maximum possible correlation valuesnonparametric correlation coefficientprinciple of maximum deviationssimulated distribution

Mathematics Subject Classification ID

Measures of association (correlation, canonical correlation, etc.) (62H20) Exact distribution theory in statistics (62E15) Nonparametric inference (62G99)

Related Items (8)

Myths About Linear and Monotonic Associations: Pearson’s r, Spearman’s ρ, and Kendall’s τ ⋮ On the resistance of rank correlation ⋮ Correction methods for ties in rank correlations ⋮ Location and Scale Estimation with Correlation Coefficients ⋮ Graphical tests of independence for general distributions ⋮ Using correlation coefficients to estimate slopes in multiple linear regression ⋮ Combining dissimilarity matrices by using rank correlations ⋮ Concordance and Gini's measure of association

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