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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…

Statistics Theory · Mathematics 2024-05-28 Alexei Stepanov

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…

General Mathematics · Mathematics 2008-09-18 Florentin Smarandache

This paper analyzes the performances of the Spearman's rho (SR) and Kendall's tau (KT) with respect to samples drawn from bivariate normal and bivariate contaminated normal populations. The exact analytical formulae of the variance of SR…

Information Theory · Computer Science 2010-11-10 Weichao Xu , Yunhe Hou , Y. S. Hung , Yuexian Zou

Little attention has been given to the correlation coefficient when data come from discrete or continuous non-normal populations. In this article, we consider the efficiency of two correlation coefficients which are from the same family,…

Methodology · Statistics 2015-11-06 Michael Tsagris , Ioannis Elmatzoglou , Christos C. Frangos

Rank-rank regression is commonly employed in economic research as a way of capturing the relationship between two economic variables. The slope of this regression is the Spearman rank correlation, a classical measure of association.…

Clustered data are common in practice. Clustering arises when subjects are measured repeatedly, or subjects are nested in groups (e.g., households, schools). It is often of interest to evaluate the correlation between two variables with…

Methodology · Statistics 2025-01-16 Shengxin Tu , Chun Li , Bryan E. Shepherd

Copula models have been widely used to model the dependence between continuous random variables, but modeling count data via copulas has recently become popular in the statistics literature. Spearman's rho is an appropriate and effective…

Methodology · Statistics 2020-12-21 Hadi Safari-Katesari , S. Yaser Samadi , Samira Zaroudi

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

Representational Similarity Analysis (RSA) is a popular method for analyzing neuroimaging and behavioral data. Here we evaluate the accuracy and reliability of RSA in the context of model selection, and compare it to that of regression.…

Methodology · Statistics 2025-11-18 Chuanji Gao , Gang Chen , Svetlana V. Shinkareva , Rutvik H. Desai

In the present paper, we propose a new rank correlation coefficient $r_n$, which is a sample analogue of the theoretical correlation coefficient $r$, which, in turn, was proposed in the recent work of Stepanov (2025b). We discuss the…

Statistics Theory · Mathematics 2025-06-10 Alexei Stepanov

The quotient correlation is defined here as an alternative to Pearson's correlation that is more intuitive and flexible in cases where the tail behavior of data is important. It measures nonlinear dependence where the regular correlation…

Statistics Theory · Mathematics 2008-12-18 Zhengjun Zhang

Background and Objective: Histograms and Pearson's coefficient of variation are among the most popular summary statistics. Researchers use histograms to judge the shape of quantitative data distribution by visual inspection. The coefficient…

Methodology · Statistics 2022-04-14 Paulo S. P. Silveira , Jose O. Siqueira

Mixing patterns in large self-organizing networks, such as the Internet, the World Wide Web, social and biological networks are often characterized by degree-degree {dependencies} between neighbouring nodes. One of the problems with the…

Probability · Mathematics 2014-02-03 Nelly Litvak , Remco van der Hofstad

Not a matter of serious contention, Pearson's correlation coefficient is still the most important statistical association measure. Restricted to just two variables, this measure sometimes doesn't live up to users' needs and expectations.…

Mathematical Finance · Quantitative Finance 2024-02-02 Reza Salimi , Kamran Pakizeh

This article examines the limitations of Pearson's correlation in selecting predictor variables for linear models. Using mtcars and iris datasets from R, this paper demonstrates the limitation of this correlation measure when selecting a…

Methodology · Statistics 2024-09-10 Mustafa Attallah

Pearson's $\rho$ is the most used measure of statistical dependence. It gives a complete characterization of dependence in the Gaussian case, and it also works well in some non-Gaussian situations. It is well known, however, that it has a…

Statistics Theory · Mathematics 2018-09-28 Dag Tjøstheim , Håkon Otneim , Bård Støve

Regression learning is classic and fundamental for medical image analysis. It provides the continuous mapping for many critical applications, like the attribute estimation, object detection, segmentation and non-rigid registration. However,…

Computer Vision and Pattern Recognition · Computer Science 2022-07-04 Chaoyu Chen , Xin Yang , Ruobing Huang , Xindi Hu , Yankai Huang , Xiduo Lu , Xinrui Zhou , Mingyuan Luo , Yinyu Ye , Xue Shuang , Juzheng Miao , Yi Xiong , Dong Ni

The construction of minimum spanning trees (MSTs) from correlation matrices is an often used method to study relationships in the financial markets. However most of the work on this topic tends to use the Pearson correlation coefficient,…

Computational Engineering, Finance, and Science · Computer Science 2021-02-03 Tristan Millington , Mahesan Niranjan

In this paper, a new modification of ranked set sampling (RSS) is suggested, namely; unified ranked set sampling (URSS) for estimating the population mean and variance. The performance of the empirical mean and variance estimators based on…

Methodology · Statistics 2015-10-07 Ehsan Zamanzade , Amer Ibrahim Al-Omari

Pearson's correlation coefficient is a popular statistical measure to summarize the strength of association between two continuous variables. It is usually interpreted via its square as percentage of variance of one variable predicted by…

Methodology · Statistics 2024-05-09 Romain Piaget-Rossel , Valentin Rousson
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