A Measure of Top-Down Correlation

DOI10.2307/1269344MaRDI QIDQ3780277zbMATH OpenOpenAlexFDO

Authors Ronald L. Iman, W. J. Conover

Publication date 1987

Published in Technometrics (Search for Journal in Brave)

Full work available at URL https://doi.org/10.2307/1269344

zbMATH Keywords

asymptotic normalityconcordance measurelocally most powerful rank testordinary correlation coefficientrank correlationSavage scorestop rankings

Mathematics Subject Classification ID

Statistical ranking and selection procedures (62F07) Nonparametric hypothesis testing (62G10) Measures of association (correlation, canonical correlation, etc.) (62H20)

Recommendations

• A new weighted rank coefficient of concordance
• A new weighted rank correlation
• Concordance coefficients to measure the agreement among several sets of ranks
• New weighted rank correlation coefficients sensitive to agreement on top and bottom rankings
• A WEIGHTED RANK MEASURE OF CORRELATION

Cited in

(23)

• A weighted Kendall's tau statistic
• Investment decisions and sensitivity analysis: NPV-consistency of rates of return
• A methodology for performing global uncertainty and sensitivity analysis in systems biology
• Generalized measures of association for ranked data with an application to prediction accuracy
• Correlation measures
• Deterministic versus stochastic sensitivity analysis in investment problems: An environmental case study
• Composite multilinearity, epistemic uncertainty and risk achievement worth
• A new rank correlation measure
• Measuring and visualizing the stability of biomarker selection techniques
• What drives value creation in investment projects? An application of sensitivity analysis to project finance transactions
• Asymptotic efficiency of the Blest-type tests for independence
• Agreement Among Censored Rankings Using Spearman's Footrule
• Concordance coefficients to measure the agreement among several sets of ranks
• Uncertainty and sensitivity analysis for models of complex systems
• Detection of concordance for extreme ranks
• Tables of the exact quantiles of the top-down correlation coefficient for n - 3(1)14
• A class of weighted rank correlation measures
• A new weighted rank coefficient of concordance
• New weighted rank correlation coefficients sensitive to agreement on top and bottom rankings
• Discrepancy Measures for Global Sensitivity Analysis
• Inferring pathological states in cortical neuron microcircuits
• Locally most powerful and other rank tests for independence -- with a contaminated weighted alternative
• Visualising concordance

This page was built for publication: A Measure of Top-Down Correlation

Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q3780277)