Myths About Linear and Monotonic Associations: Pearson’s r, Spearman’s ρ, and Kendall’s τ

DOI10.1080/00031305.2021.2004922OpenAlexW3216986193MaRDI QIDQ5050796

Zhuozhao Zhan, Edwin R. van den Heuvel

Publication date: 18 November 2022

Published in: The American Statistician (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1080/00031305.2021.2004922

zbMATH Keywords

Spearman's rank correlationKendall's tauPearson's correlation coefficientlinear associationmonotonic association

Mathematics Subject Classification ID

Statistics (62-XX)

Cites Work

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• Ordinal Measures of Association
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• Confidence intervals for Kendall's tau
• Locally most powerful rank tests of independence for copula models
• Some Concepts of Dependence
• A NEW MEASURE OF RANK CORRELATION
• Rank correlation and product-moment correlation

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