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A weighted Kendall's tau statistic

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  • Shieh, Grace S.

Abstract

A weighted Kendall's tau statistic ([tau]w) is proposed to measure weighted correlation. It can place more emphasis on items having low rankings than those have high rankings, or vice versa. The null limiting distribution is derived by the theory of U-statistics. An application, power comparison, and some critical values of [tau]w are presented.

Suggested Citation

  • Shieh, Grace S., 1998. "A weighted Kendall's tau statistic," Statistics & Probability Letters, Elsevier, vol. 39(1), pages 17-24, July.
    • Handle: RePEc:eee:stapro:v:39:y:1998:i:1:p:17-24
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    Citations

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    Cited by:

    1. Tahani Coolen-Maturi, 2016. "New weighted rank correlation coefficients sensitive to agreement on top and bottom rankings," Journal of Applied Statistics, Taylor & Francis Journals, vol. 43(12), pages 2261-2279, September.
    2. Lee, Paul H. & Yu, Philip L.H., 2012. "Mixtures of weighted distance-based models for ranking data with applications in political studies," Computational Statistics & Data Analysis, Elsevier, vol. 56(8), pages 2486-2500.
    3. Kung, Yi-Hung & Lin, Chang-Ting & Shih, Yu-Shan, 2012. "Split variable selection for tree modeling on rank data," Computational Statistics & Data Analysis, Elsevier, vol. 56(9), pages 2830-2836.
    4. Pinto Da Costa, Joaquim & Roque, Luís A.C. & Soares, Carlos, 2015. "The weighted rank correlation coefficient rW2 in the case of ties," Statistics & Probability Letters, Elsevier, vol. 99(C), pages 20-26.
    5. Farzad Farnoud & Eitan Yaakobi & Jehoshua Bruck, 2016. "Approximate sorting of data streams with limited storage," Journal of Combinatorial Optimization, Springer, vol. 32(4), pages 1133-1164, November.
    6. Jie Lin & Donald A. Adjeroh & Bing-Hua Jiang & Yue Jiang, 2018. "fastWKendall: an efficient algorithm for weighted Kendall correlation," Computational Statistics, Springer, vol. 33(4), pages 1823-1845, December.
    7. Agostino Tarsitano & Rosetta Lombardo, 2011. "An Exhaustive Coefficient Of Rank Correlation," Working Papers 201111, Università della Calabria, Dipartimento di Economia, Statistica e Finanza "Giovanni Anania" - DESF.

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