Related papers: The Concordance coefficient: An alternative to the…
In the present paper, we first discuss the Kendall rank correlation coefficient. In continuous case, we define the Kendall rank correlation coefficient in terms of the concomitants of order statistics, find the expected value of the Kendall…
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…
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…
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…
In the present paper, we discuss the Pearson, Spearman, Kendall correlation coefficients and their statistical analogues. We propose a new correlation coefficient r and its statistical analogue. The coefficient r is based on Kendal's and…
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…
Understanding the correlation between two different scores for the same set of items is a common problem in information retrieval, and the most commonly used statistics that quantifies this correlation is Kendall's $\tau$. However, the…
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…
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…
The most popular ways to test for independence of two ordinal random variables are by means of Kendall's tau and Spearman's rho. However, such tests are not consistent, only having power for alternatives with ``monotonic'' association. In…
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…
Spearman's rank correlation test is commonly used in astronomy to discern whether a set of two variables are correlated or not. Unlike most other quantities quoted in astronomical literature, the Spearman's rank correlation coefficient is…
Before new clinical measurement methods are implemented in clinical practice, it must be confirmed whether their results are equivalent to those of existing methods. The agreement of the trend between these methods is evaluated using the…
In this work we define a spatial concordance coefficient for second-order stationary processes. This problem has been widely addressed in a non-spatial context, but here we consider a coefficient that for a fixed spatial lag allows one to…
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…
In this paper we propose a class of weighted rank correlation coefficients extending the Spearman's rho. The proposed class constructed by giving suitable weights to the distance between two sets of ranks to place more emphasis on items…
This paper introduces the correlation-of-divergency coefficient, c-delta, a custom statistical measure designed to quantify the similarity of internal divergence patterns between two groups of values. Unlike conventional correlation…
Measuring the correlation (association) between two random variables is one of the important goals in statistical applications. In the literature, the covariance between two random variables is a widely used criterion in measuring the…
The partial correlation coefficient is a commonly used measure to assess the conditional dependence between two random variables. We provide a thorough explanation of the partial copula, which is a natural generalization of the partial…
This article presents several alternatives to Pearson's correlation coefficient and many examples. In the samples where the rank in a discrete variable counts more than the variable values, the mixtures that we propose of Pearson's and…