Myths About Linear and Monotonic Associations: Pearson’s r, Spearman’s ρ, and Kendall’s τ

DOI10.1080/00031305.2021.2004922MaRDI QIDQ5050796zbMATH OpenOpenAlexFDO

Authors Edwin R. van den Heuvel, Zhuozhao Zhan

Publication date 18 November 2022

Published in The American Statistician (Search for Journal in Brave)

Copyright license Creative Commons Attribution-NonCommercial-NoDerivatives 4.0 International

Full work available at URL https://doi.org/10.1080/00031305.2021.2004922

zbMATH Keywords

Kendall's tauPearson's correlation coefficientSpearman's rank correlationlinear associationmonotonic association

Mathematics Subject Classification ID

Statistics (62-XX)

Cites work

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• The Fisher Transform of the Pearson Product Moment Correlation Coefficient and Its Square: Cumulants, Moments, and Applications
• The performance of some correlation coefficients for a general bivariate distribution

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