A weighted Kendall's tau statistic

Grace S. Shieh

Statistics & Probability Letters, 1998, vol. 39, issue 1, 17-24

Abstract: A weighted Kendall's tau statistic ([tau]w) is proposed to measure weighted correlation. It can place more emphasis on items having low rankings than those have high rankings, or vice versa. The null limiting distribution is derived by the theory of U-statistics. An application, power comparison, and some critical values of [tau]w are presented.

Keywords: Correlation; Kendall's; tau; Rank; U-statistics (search for similar items in EconPapers)
Date: 1998
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Citations: View citations in EconPapers (7)

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