Myths About Linear and Monotonic Associations: Pearson’s r, Spearman’s ρ, and Kendall’s τ
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Publication:5050796
DOI10.1080/00031305.2021.2004922OpenAlexW3216986193MaRDI QIDQ5050796FDOQ5050796
Authors: Edwin R. van den Heuvel, Zhuozhao Zhan 
Publication date: 18 November 2022
Published in: The American Statistician (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1080/00031305.2021.2004922
Kendall's tauPearson's correlation coefficientSpearman's rank correlationlinear associationmonotonic association
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- Some Concepts of Dependence
- Computing the nonnull asymptotic variance and the asymptotic relative efficiency of Spearman's rank correlation
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- The performance of some correlation coefficients for a general bivariate distribution
- Sample size requirements for estimating Pearson, Kendall and Spearman correlations
- TESTS FOR RANK CORRELATION COEFFICIENTS. I
- Asymptotic expansion of the sample correlation coefficient under nonnormality
- Monotone dependence
- Rank correlation and product-moment correlation
- Monotonic dependence functions of bivariate distributions
- Locally most powerful rank tests of independence for copula models
- The Fisher Transform of the Pearson Product Moment Correlation Coefficient and Its Square: Cumulants, Moments, and Applications
- Confidence intervals for Kendall's tau
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