The weighted rank correlation coefficient r_W2 in the case of ties

DOI10.1016/J.SPL.2014.12.024MaRDI QIDQ2344862zbMATHOpenAlexWikidataFDO

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

zbMATH Keywords

correlationtiesweighted rank correlation

Mathematics Subject Classification ID

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

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Cites work

• scientific article; zbMATH DE number 6285789 (Why is no real title available?)
• scientific article; zbMATH DE number 3049708 (Why is no real title available?)
• A Primer on Copulas for Count Data
• A WEIGHTED RANK MEASURE OF CORRELATION
• A new weighted correlation coefficient method to evaluate reconstructed brain electrical sources
• A weighted Kendall's tau statistic
• Concordance measures for multivariate non-continuous random vectors
• International encyclopedia of statistical science.
• 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
• Theory & Methods: Rank Correlation — an Alternative Measure

Cited in

(3)

• Limit distribution for the weighted rank correlation coefficient, \(r_W\)
• scientific article; zbMATH DE number 6285789 (Why is no real title available?)
• fastWKendall: an efficient algorithm for weighted Kendall correlation

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