Limit Distribution for The Weighted Rank Correlation Coefficient, rw
A weighted rank correlation coefficient, inspired by Spearman’s rank correlation coefficient, has been proposed recently by Pinto da Costa & Soares [5]. Unlike Spearman’s coefficient, which treats all ranks equally, rW weights the distance between two ranks using a linear function of those rank...
| Main Authors: | , |
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| Format: | Article |
| Language: | English |
| Published: |
Instituto Nacional de Estatística | Statistics Portugal
2006-11-01
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| Series: | Revstat Statistical Journal |
| Subjects: | |
| Online Access: | https://revstat.ine.pt/index.php/REVSTAT/article/view/35 |