A weighted Kendall's tau statistic
Download full text from publisher
As the access to this document is restricted, you may want to search for a different version of it.
References listed on IDEAS
- Goldie, Charles M. & Resnick, Sidney I., 1995. "Many multivariate records," Stochastic Processes and their Applications, Elsevier, vol. 59(2), pages 185-216, October.
- Gnedin, A. V., 1993. "On Multivariate Extremal Processes," Journal of Multivariate Analysis, Elsevier, vol. 46(2), pages 207-213, August.
CitationsCitations are extracted by the CitEc Project, subscribe to its RSS feed for this item.
- Agostino Tarsitano & Rosetta Lombardo, 2011. "An Exhaustive Coefficient Of Rank Correlation," Working Papers 201111, Università della Calabria, Dipartimento di Economia, Statistica e Finanza "Giovanni Anania" - DESF.
- 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.
- 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.
- Pinto Da Costa, Joaquim & Roque, Luís 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.
More about this item
KeywordsCorrelation Kendall's tau Rank U-statistics;
StatisticsAccess and download statistics
All material on this site has been provided by the respective publishers and authors. You can help correct errors and omissions. When requesting a correction, please mention this item's handle: RePEc:eee:stapro:v:39:y:1998:i:1:p:17-24. See general information about how to correct material in RePEc.
For technical questions regarding this item, or to correct its authors, title, abstract, bibliographic or download information, contact: (Dana Niculescu). General contact details of provider: http://www.elsevier.com/wps/find/journaldescription.cws_home/622892/description#description .
We have no references for this item. You can help adding them by using this form .