Theory & Methods: Rank Correlation — an Alternative Measure

DOI10.1111/1467-842X.00110zbMath0977.62061MaRDI QIDQ4949644

D. C. Blest

Publication date: 24 January 2002

Published in: Australian & New Zealand Journal of Statistics (Search for Journal in Brave)

zbMATH Keywords

Kendall's tauSpearman's rhorank correlationSpearman's footrule

Mathematics Subject Classification ID

Measures of association (correlation, canonical correlation, etc.) (62H20) Graphical methods in statistics (62A09)

Related Items (14)

Rank correlation under categorical confounding ⋮ Tests of independence and randomness for arbitrary data using copula-based covariances ⋮ Measuring reproducibility of high-throughput experiments ⋮ On the copula correlation ratio and its generalization ⋮ New weighted rank correlation coefficients sensitive to agreement on top and bottom rankings ⋮ Letter to the Editor: Re: Pinto da Costa, J. & Soares, C. (2005). A weighted rank measure of correlation. ⋮ Sharper asset ranking from total drawdown durations ⋮ Bivariate dependence measures and bivariate competing risks models under the generalized FGM copula ⋮ Locally most powerful rank tests of independence for copula models ⋮ ASYMPTOTIC EFFICIENCY OF THE BLEST-TYPE TESTS FOR INDEPENDENCE ⋮ On blest's measure of rank correlation ⋮ A class of weighted rank correlation measures ⋮ Local efficiency of a Cramér\,-\,von Mises test of independence ⋮ The weighted rank correlation coefficient \(r_{W2}\) in the case of ties

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