A class of weighted rank correlation measures

DOI10.37190/0208-4147.41.1.4MaRDI QIDQ5013233zbMATH OpenOpenAlexFDO

Authors Majid Sanatgar, Ali Dolati, M. Amini

Publication date 29 November 2021

Published in Probability and Mathematical Statistics (Search for Journal in Brave)

Full work available at URL https://doi.org/10.37190/0208-4147.41.1.4

zbMATH Keywords

asymptotic distributioncopulaweighted rank correlation

Mathematics Subject Classification ID

Asymptotic distribution theory in statistics (62E20) Characterization and structure theory for multivariate probability distributions; copulas (62H05) Measures of association (correlation, canonical correlation, etc.) (62H20)

Recommendations

• A WEIGHTED RANK MEASURE OF CORRELATION
• A new weighted rank correlation
• New weighted rank correlation coefficients sensitive to agreement on top and bottom rankings
• A weighted Kendall's tau statistic
• Limit distribution for the weighted rank correlation coefficient, r_W

Cites work

• A Measure of Top-Down Correlation
• A new weighted rank coefficient of concordance
• A new weighted rank correlation
• A nonparametric comparison of two multiple regressions by means of a weighted measure of correlation
• A weighted Kendall's tau statistic
• A WEIGHTED RANK MEASURE OF CORRELATION
• An introduction to copulas.
• Asymptotic distributions of multivariate rank order statistics
• Asymptotics of empirical copula processes under non-restrictive smoothness assumptions
• scientific article; zbMATH DE number 3163305 (Why is no real title available?)
• scientific article; zbMATH DE number 2148015 (Why is no real title available?)
• scientific article; zbMATH DE number 1416649 (Why is no real title available?)
• scientific article; zbMATH DE number 6285789 (Why is no real title available?)
• scientific article; zbMATH DE number 3307087 (Why is no real title available?)
• scientific article; zbMATH DE number 3049708 (Why is no real title available?)
• On blest's measure of rank correlation
• On the Hodges–Lehmann Asymptotic Efficiency of Nonparametric Tests of Goodness of Fit and Homogeneity
• Theory & Methods: Rank Correlation — an Alternative Measure
• Weak convergence and empirical processes. With applications to statistics

Cited in

(15)

• The minimal rank correlation, subject to order restrictions, with application to the weighted linear choice model
• Rank correlation under categorical confounding
• Weighted correlation tests for scale families.
• Generalized rank weights: A duality statement
• Letter to the Editor: Re: Pinto da Costa, J. & Soares, C. (2005). A weighted rank measure of correlation.
• On blest's measure of rank correlation
• Theory & Methods: Rank Correlation — an Alternative Measure
• New weighted rank correlation coefficients sensitive to agreement on top and bottom rankings
• A new weighted rank correlation
• scientific article; zbMATH DE number 6285789 (Why is no real title available?)
• Limit distribution for the weighted rank correlation coefficient, r_W
• A WEIGHTED RANK MEASURE OF CORRELATION
• scientific article; zbMATH DE number 3042855 (Why is no real title available?)
• Rank-based assortativity for weighted, directed networks
• Rankings and preferences. New results in weighted correlation and weighted principal component analysis with applications

This page was built for publication: A class of weighted rank correlation measures

Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q5013233)