{"title":"A class of weighted rank correlation measures","authors":"M. Sanatgar, A. Dolati, M. Amini","doi":"10.37190/0208-4147.41.1.4","DOIUrl":null,"url":null,"abstract":"We propose a class of weighted rank correlation measures extending Spearman’s rho. This class consists of two types of measures. The first type that extends Blest’s rank correlation, places more emphasis on the agreement on top ranks. The second one places more emphasis on the agreement on the bottom ranks. The asymptotic distribution of the proposed measures and some of their properties are studied. A simulation study is performed to compare the performance of the proposed statistics for testing independence by using asymptotic relative efficiency calculations. 2010 AMS Mathematics Subject Classification: Primary: 01A23; Secondary: 45B67.","PeriodicalId":48996,"journal":{"name":"Probability and Mathematical Statistics-Poland","volume":null,"pages":null},"PeriodicalIF":0.4000,"publicationDate":"2020-01-01","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":"0","resultStr":null,"platform":"Semanticscholar","paperid":null,"PeriodicalName":"Probability and Mathematical Statistics-Poland","FirstCategoryId":"100","ListUrlMain":"https://doi.org/10.37190/0208-4147.41.1.4","RegionNum":4,"RegionCategory":"数学","ArticlePicture":[],"TitleCN":null,"AbstractTextCN":null,"PMCID":null,"EPubDate":"","PubModel":"","JCR":"Q4","JCRName":"STATISTICS & PROBABILITY","Score":null,"Total":0}
引用次数: 0
Abstract
We propose a class of weighted rank correlation measures extending Spearman’s rho. This class consists of two types of measures. The first type that extends Blest’s rank correlation, places more emphasis on the agreement on top ranks. The second one places more emphasis on the agreement on the bottom ranks. The asymptotic distribution of the proposed measures and some of their properties are studied. A simulation study is performed to compare the performance of the proposed statistics for testing independence by using asymptotic relative efficiency calculations. 2010 AMS Mathematics Subject Classification: Primary: 01A23; Secondary: 45B67.
期刊介绍：
PROBABILITY AND MATHEMATICAL STATISTICS is published by the Kazimierz Urbanik Center for Probability and Mathematical Statistics, and is sponsored jointly by the Faculty of Mathematics and Computer Science of University of Wrocław and the Faculty of Pure and Applied Mathematics of Wrocław University of Science and Technology. The purpose of the journal is to publish original contributions to the theory of probability and mathematical statistics.
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