Rank correlation inequalities with ties and missing data

Sotiris Loukas and Takis Papaioannou

Statistics & Probability Letters, 1991, vol. 11, issue 1, 53-56

Abstract: The inequality on the sum of the absolute values of rank differences associated with Spearman's footrule, which was established in Papaioannou and Loukas (1984), is shown to hold when ties are present in both rankings. The same result is established numerically for the sum of squares of rank differences associated with Spearman's rank correlation coefficient, when ties are present in both rankings.

Keywords: Spearman's; footrule; Spearman's; rank; correlation; missing; data; tied; data (search for similar items in EconPapers)
Date: 1991
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