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A weighted Kendall's tau statistic

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  • Shieh, Grace S.

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.

Suggested Citation

  • Shieh, Grace S., 1998. "A weighted Kendall's tau statistic," Statistics & Probability Letters, Elsevier, vol. 39(1), pages 17-24, July.
  • Handle: RePEc:eee:stapro:v:39:y:1998:i:1:p:17-24
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    References listed on IDEAS

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    1. Goldie, Charles M. & Resnick, Sidney I., 1995. "Many multivariate records," Stochastic Processes and their Applications, Elsevier, vol. 59(2), pages 185-216, October.
    2. Gnedin, A. V., 1993. "On Multivariate Extremal Processes," Journal of Multivariate Analysis, Elsevier, vol. 46(2), pages 207-213, August.
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    Cited by:

    1. Agostino Tarsitano & Rosetta Lombardo, 2011. "An Exhaustive Coefficient Of Rank Correlation," Working Papers 201111, UniversitĂ  della Calabria, Dipartimento di Economia, Statistica e Finanza "Giovanni Anania" - DESF.
    2. Lee, Paul H. & Yu, Philip L.H., 2012. "Mixtures of weighted distance-based models for ranking data with applications in political studies," Computational Statistics & Data Analysis, Elsevier, vol. 56(8), pages 2486-2500.
    3. Kung, Yi-Hung & Lin, Chang-Ting & Shih, Yu-Shan, 2012. "Split variable selection for tree modeling on rank data," Computational Statistics & Data Analysis, Elsevier, vol. 56(9), pages 2830-2836.
    4. Pinto Da Costa, Joaquim & Roque, LuĂ­s A.C. & Soares, Carlos, 2015. "The weighted rank correlation coefficient rW2 in the case of ties," Statistics & Probability Letters, Elsevier, vol. 99(C), pages 20-26.

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