A weighted rank measure of correlation

• Tipo: Artigo em Revista Científica Internacional
• Data: 2005

Autores

Da Costa, JP (Autor) FCUP; Soares, C (Autor) FEP

Revista

Título: Australian and New Zealand Journal of Statistics

Vol. 47

Páginas: 515-529

ISSN: 1369-1473

Editora: Wiley-Blackwell

Indexação

ISI Web of Knowledge - 44 Citações

Scopus - 63 Citações

Classificação Científica

FOS: Ciências exactas e naturais > Matemática

Outras Informações

ID Authenticus: P-000-04D

DOI: 10.1111/j.1467-842x.2005.00413.x

Abstract (EN): Spearman's rank correlation coefficient is not entirely suitable for measuring the correlation between two rankings in some applications because it treats all ranks equally. In 2000, Blest proposed an alternative measure of correlation that gives more importance to higher ranks but has some drawbacks. This paper proposes a weighted rank measure of correlation that weights the distance between two ranks using a linear function of those ranks, giving more importance to higher ranks than lower ones. It analyses its distribution and provides a table of critical values to test whether a given value of the coefficient is significantly different from zero. The paper also summarizes a number of applications for which the new measure is more suitable than Spearman's.

Idioma: Inglês

Tipo (Avaliação Docente): Científica

Nº de páginas: 15