Limit Distribution for The Weighted Rank Correlation Coefficient, rw

Authors

  • Joaquim F. Pinto da Costa Universidade do Porto
  • Luís A.C. Roque Instituto Politécnico do Porto

DOI:

https://doi.org/10.57805/revstat.v4i3.35

Keywords:

ranking, correlation, limit distribution

Abstract

A weighted rank correlation coefficient, inspired by Spearman’s rank correlation coefficient, has been proposed recently by Pinto da Costa & Soares [5]. Unlike Spearman’s coefficient, which treats all ranks equally, rW weights the distance between two ranks using a linear function of those ranks, giving more importance to top ranks than lower ones. In this work we prove that rW has a gaussian limit distribution, using the methodology employed in [7].

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Published

2006-11-30

How to Cite

Pinto da Costa , J. F., & A.C. Roque , L. (2006). Limit Distribution for The Weighted Rank Correlation Coefficient, rw. REVSTAT-Statistical Journal, 4(3), 189–200. https://doi.org/10.57805/revstat.v4i3.35

Issue

Vol. 4 No. 3 (2006): REVSTAT-Statistical Journal

Section

Article

License

Copyright (c) 2006 REVSTAT-Statistical Journal

Creative Commons License

This work is licensed under a Creative Commons Attribution 4.0 International License.