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

copulaasymptotic distributionweighted 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)

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Cites work

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• A Measure of Top-Down Correlation
• A WEIGHTED RANK MEASURE OF 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
• An introduction to copulas.
• Asymptotic distributions of multivariate rank order statistics
• Asymptotics of empirical copula processes under non-restrictive smoothness assumptions
• On blest's measure of rank correlation
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• Theory & Methods: Rank Correlation — an Alternative Measure
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Cited in

(14)

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

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