The weighted rank correlation coefficient rW2 in the case of ties

Joaquim Pinto Da Costa, Luís A.C. Roque and Carlos Soares

Statistics & Probability Letters, 2015, vol. 99, issue C, 20-26

Abstract: A new weighted rank correlation coefficient rW2 has been introduced in Pinto da Costa (2011), following the coefficient rW introduced in Pinto Da Costa and Soares (2005); Soares et al. (2001); Pinto Da Costa et al. (2001). We give the expression of rW2 in the case of ties and also present some simulations to study the behaviour of the coefficient.

Keywords: Correlation; Weighted rank correlation; Ties (search for similar items in EconPapers)
Date: 2015
References: View references in EconPapers View complete reference list from CitEc
Citations:

Downloads: (external link)
http://www.sciencedirect.com/science/article/pii/S0167715215000024
Full text for ScienceDirect subscribers only

Related works:
This item may be available elsewhere in EconPapers: Search for items with the same title.

Export reference: BibTeX RIS (EndNote, ProCite, RefMan) HTML/Text

Persistent link: https://EconPapers.repec.org/RePEc:eee:stapro:v:99:y:2015:i:c:p:20-26

Ordering information: This journal article can be ordered from
http://www.elsevier.com/wps/find/supportfaq.cws_home/regional
https://shop.elsevie ... _01_ooc_1&version=01

DOI: 10.1016/j.spl.2014.12.024

Access Statistics for this article

Statistics & Probability Letters is currently edited by Somnath Datta and Hira L. Koul

More articles in Statistics & Probability Letters from Elsevier
Bibliographic data for series maintained by Catherine Liu ().