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相关论文: Comparing the Pearson and Spearman Correlation Coe…

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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…

统计理论 · 数学 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…

综合数学 · 数学 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…

信息论 · 计算机科学 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,…

统计方法学 · 统计学 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.…

计量经济学 · 经济学 2025-10-29 Victor Chernozhukov , Iván Fernández-Val , Jonas Meier , Aico van Vuuren , Francis Vella

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…

统计方法学 · 统计学 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…

统计方法学 · 统计学 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…

统计理论 · 数学 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.…

统计方法学 · 统计学 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…

统计理论 · 数学 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…

统计理论 · 数学 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…

统计方法学 · 统计学 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…

概率论 · 数学 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.…

数理金融 · 定量金融 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…

统计方法学 · 统计学 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…

统计理论 · 数学 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,…

计算机视觉与模式识别 · 计算机科学 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,…

计算工程、金融与科学 · 计算机科学 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…

统计方法学 · 统计学 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…

统计方法学 · 统计学 2024-05-09 Romain Piaget-Rossel , Valentin Rousson
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