The weighted rank correlation coefficient r_W2 in the case of ties

DOI10.1016/J.SPL.2014.12.024zbMATH Open1396.62116OpenAlexW2061731688WikidataQ62849383 ScholiaQ62849383MaRDI QIDQ2344862FDOQ2344862

Authors: Yanyan Li 

Publication date: 18 May 2015

Published in: Statistics \& Probability Letters (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/j.spl.2014.12.024

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zbMATH Keywords

correlationtiesweighted rank correlation

Mathematics Subject Classification ID

Measures of association (correlation, canonical correlation, etc.) (62H20)

Cites Work

• A Primer on Copulas for Count Data
• Title not available (Why is that?)
• Theory & Methods: Rank Correlation — an Alternative Measure
• On rank correlation measures for non-continuous random variables
• On the estimation of Spearman's rho and related tests of independence for possibly discontinuous multivariate data
• Concordance measures for multivariate non-continuous random vectors
• International encyclopedia of statistical science.
• A weighted Kendall's tau statistic
• A WEIGHTED RANK MEASURE OF CORRELATION
• A new weighted correlation coefficient method to evaluate reconstructed brain electrical sources
• Title not available (Why is that?)

Cited In (3)

• Title not available (Why is that?)
• Limit distribution for the weighted rank correlation coefficient, \(r_W\)
• fastWKendall: an efficient algorithm for weighted Kendall correlation

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