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Measures of rank correlation are commonly used in statistics to capture the degree of concordance between two orderings of the same set of items. Standard measures like Kendall's tau and Spearman's rho coefficient put equal emphasis on each…

Methodology · Statistics 2023-08-22 Sascha Henzgen , Eyke Hüllermeier

We introduce a correlation coefficient that is designed to deal with a variety of ranking formats including those containing non-strict (i.e., with-ties) and incomplete (i.e., unknown) preferences. The correlation coefficient is designed to…

Applications · Statistics 2019-02-19 Yeawon Yoo , Adolfo R. Escobedo , J. Kyle Skolfield

Ranked data is commonly used in research across many fields of study including medicine, biology, psychology, and economics. One common statistic used for analyzing ranked data is Kendall's {\tau} coefficient, a non-parametric measure of…

Methodology · Statistics 2023-09-04 Nicholas D. Edwards , Enzo de Jong , Stephen T. Ferguson

A fundamental problem in statistics is measuring the correlation between two rankings of a set of items. Kendall's $\tau$ and Spearman's $\rho$ are well established correlation coefficients whose symmetric structure guarantees zero expected…

Methodology · Statistics 2026-03-03 Pierangelo Lombardo

Real-life graphs usually have various kinds of events happening on them, e.g., product purchases in online social networks and intrusion alerts in computer networks. The occurrences of events on the same graph could be correlated,…

Databases · Computer Science 2012-08-02 Ziyu Guan , Xifeng Yan , Lance M. Kaplan

We consider a Kendall's tau measure between a binary group indicator and the continuous variable under investigation to develop a thorough two-sample comparison procedure. The measure serves as a useful alternative to the hazard ratio whose…

In the field of objective image quality assessment (IQA), the Spearman's $\rho$ and Kendall's $\tau$ are two most popular rank correlation indicators, which straightforwardly assign uniform weight to all quality levels and assume each pair…

Computer Vision and Pattern Recognition · Computer Science 2018-04-04 Qingbo Wu , Hongliang Li , Fanman Meng , King N. Ngan

In the present paper, we discuss for the first time the theoretical Kendall correlation coefficient for non-identical bivariate data. In the non-identical case, we first introduce a theoretical Kendall correlation coefficient $\tau_n$ and…

Statistics Theory · Mathematics 2026-03-27 Alexei Stepanov

Many applications motivate the distance measure between rankings, such as comparing top-k lists and rank aggregation for voting, and intrigue great interest to researchers. For example, for a search engine, the use of different ranking…

Discrete Mathematics · Computer Science 2012-07-17 Jianwen Chen , Yiping Li , Ling Feng

The Graham-Diaconis inequality shows the equivalence between two well-known methods of measuring the similarity of two given ranked lists of items: Spearman's footrule and Kendall's tau. The original inequality assumes unweighted items in…

Data Structures and Algorithms · Computer Science 2018-04-17 Ali Dasdan

Rank-Biased Overlap (RBO) is a similarity measure for indefinite rankings: it is top-weighted, and can be computed when only a prefix of the rankings is known or when they have only some items in common. It is widely used for instance to…

Information Retrieval · Computer Science 2024-06-12 Matteo Corsi , Julián Urbano

Comparing alternatives in pairs is a well-known method of ranking creation. Experts are asked to perform a series of binary comparisons and then, using mathematical methods, the final ranking is prepared. As experts conduct the individual…

Discrete Mathematics · Computer Science 2018-12-12 Konrad Kułakowski

Given a set of people and a set of events they attend, we address the problem of measuring connectedness or tie strength between each pair of persons given that attendance at mutual events gives an implicit social network between people. We…

Social and Information Networks · Computer Science 2011-12-14 Mangesh Gupte , Tina Eliassi-Rad

Kendall rank correlation coefficient is used to measure the ordinal association between two measurements. In this paper, we introduce the Concordance coefficient as a generalization of the Kendall rank correlation, and illustrate its use to…

Methodology · Statistics 2020-11-13 Juan Francisco Monge

The Pearson correlation coefficient is commonly used for quantifying the global level of degree-degree association in complex networks. Here, we use a probabilistic representation of the underlying network structure for assessing the…

Physics and Society · Physics 2013-05-29 Mathias Raschke , Markus Schläpfer , Roberto Nibali

This work is concerned with the limiting spectral distribution of rank-based dependency measures in high dimensions. We provide distribution-free results for multivariate empirical versions of Kendall's $\tau$ and Spearman's $\rho$ in a…

Statistics Theory · Mathematics 2025-08-22 Nina Dörnemann , Michael Fleermann , Johannes Heiny

The rank-based association between two variables can be modeled by introducing a latent normal level to ordinal data. We demonstrate how this approach yields Bayesian inference for Kendall's rank correlation coefficient, improving on a…

Methodology · Statistics 2018-05-25 Johnny van Doorn , Alexander Ly , Maarten Marsman , Eric-Jan Wagenmakers

In this paper, we propose a simple and easy-to-implement Bayesian hypothesis test for the presence of an association, described by Kendall's \tau coefficient, between two variables measured on at least an ordinal scale. Owing to the absence…

Methodology · Statistics 2022-09-09 Shen Zhang , Keying Ye , Min Wang

Conditional Kendall's tau is a measure of dependence between two random variables, conditionally on some covariates. We assume a regression-type relationship between conditional Kendall's tau and some covariates, in a parametric setting…

Statistics Theory · Mathematics 2018-11-21 Alexis Derumigny , Jean-David Fermanian

We consider the problem of similarity search within a set of top-k lists under the Kendall's Tau distance function. This distance describes how related two rankings are in terms of concordantly and discordantly ordered items. As top-k lists…

Databases · Computer Science 2014-09-03 Koninika Pal , Sebastian Michel
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