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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

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…

Social and Information Networks · Computer Science 2014-11-03 Sebastiano Vigna

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…

Statistics Theory · Mathematics 2020-01-22 M. Sanatgar , A. Dolati , M. Amini

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

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

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

We compare measures of concordance that arise as Pearson's linear correlation coefficient between two random variables transformed so that they follow the so-called concordance-inducing distributions. The class of such transformed rank…

Statistics Theory · Mathematics 2023-03-07 Takaaki Koike , Marius Hofert

Standard Gini covariance and Gini correlation play important roles in measuring the dependence of random variables with heavy tails. However, the asymmetry brings a substantial difficulty in interpretation. In this paper, we propose a…

Methodology · Statistics 2016-05-10 Yongli Sang , Xin Dang , Hailin Sang

We introduce, and analyze, three measures for degree-degree dependencies, also called degree assortativity, in directed random graphs, based on Spearman's rho and Kendall's tau. We proof statistical consistency of these measures in general…

Probability · Mathematics 2014-10-31 Pim van der Hoorn , Nelly Litvak

We develop a new statistical method to reanalyse angular correlations between background QSOs and foreground galaxies that are supposed to be a consequence of dark matter inhomogeneities acting as weak gravitational lenses. The method is…

Astrophysics · Physics 2007-05-23 Armin Bartsch , Peter Schneider , Matthias Bartelmann

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

This article proposes an improved version of the Spearman rank correlation based on using Wilcoxon rank score function. A smoothed empirical cumulative distribution function (ecdf)computes the smoothed ranks and replaces the regular ranks…

Methodology · Statistics 2025-11-13 Feridun Tasdan , Rukiye Dagalp

Quantifying concordance between two random variables is crucial in applications. Traditional estimation techniques for commonly used concordance measures, such as Gini's gamma or Spearman's rho, often fail when data contain ties. This is…

Methodology · Statistics 2025-10-21 Jasper Arends , Guanjie Lyu , Mhamed Mesfioui , Elisa Perrone , Julien Trufin

The rank aggregation problem seeks to combine multiple rank orderings of the same set of candidates into a single consensus ordering. Such problems arise in diverse domains, including web search, employment, college admissions, and voting.…

Data Structures and Algorithms · Computer Science 2026-05-12 Amir Carmel , Debarati Das , Tien-Long Nguyen

The assessment of monotone dependence between random variables $X$ and $Y$ is a classical problem in statistics and a gamut of application domains. Consequently, researchers have sought measures of association that are invariant under…

Methodology · Statistics 2025-10-22 Eva-Maria Walz , Andreas Eberl , Tilmann Gneiting

The need to test whether two random vectors are independent has spawned a large number of competing measures of dependence. We are interested in nonparametric measures that are invariant under strictly increasing transformations, such as…

Statistics Theory · Mathematics 2017-08-21 Luca Weihs , Mathias Drton , Nicolai Meinshausen

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…

Instrumentation and Methods for Astrophysics · Physics 2015-06-01 P. A. Curran

Kendall's tau and Spearman's rho are widely used tools for measuring dependence. Surprisingly, when it comes to asymptotic inference for these rank correlations, some fundamental results and methods have not yet been developed, in…

Methodology · Statistics 2026-02-11 Marc-Oliver Pohle , Jan-Lukas Wermuth , Christian H. Weiß

Concordance measures are used to express the degree of association between random variables. Practitioners may use several distinct concordance measures to narrow the space of possible dependence structures. Consequently, the relations…

Statistics Theory · Mathematics 2026-04-02 Damjana Kokol Bukovšek , Petra Lazić , Blaž Mojškerc , Nik Stopar

ROUGE is a widely adopted, automatic evaluation measure for text summarization. While it has been shown to correlate well with human judgements, it is biased towards surface lexical similarities. This makes it unsuitable for the evaluation…

Computation and Language · Computer Science 2015-08-26 Jun-Ping Ng , Viktoria Abrecht
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