The weighted rank correlation coefficient in the case of ties

• Type: Article in International Scientific Journal
• Date: 2015

Authors

Joaquim Pinto Da Costa (Author) FCUP; Luis A C Roque (Author) Other; Carlos Soares (Author) FEUP

Journal

Title: Statistics & Probability Letters

Vol. 99

Pages: 20-26

ISSN: 0167-7152

Publisher: Elsevier Science

Indexing

ISI Web of Knowledge - 0 Citations

Scopus - 2 Citations

Scientific classification

FOS: Natural sciences > Mathematics

Other information

Authenticus ID: P-00A-424

DOI: 10.1016/j.spl.2014.12.024

Abstract (EN): A new weighted rank correlation coefficient r(W2) has been introduced in Pinto da Costa (2011), following the coefficient r(W) introduced in Pinto Da Costa and Soares (2005); Soares et al. (2001); Pinto Da Costa et al. (2001). We give the expression of r(W2) in the case of ties and also present some simulations to study the behaviour of the coefficient.

Language: English

Type (Professor's evaluation): Scientific

No. of pages: 7