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The weighted rank correlation coefficient rW2 in the case of ties

Author

Listed:
  • Pinto Da Costa, Joaquim
  • Roque, Luís A.C.
  • Soares, Carlos

Abstract

A new weighted rank correlation coefficient rW2 has been introduced in Pinto da Costa (2011), following the coefficient rW introduced in Pinto Da Costa and Soares (2005); Soares et al. (2001); Pinto Da Costa et al. (2001). We give the expression of rW2 in the case of ties and also present some simulations to study the behaviour of the coefficient.

Suggested Citation

  • 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.
    • Handle: RePEc:eee:stapro:v:99:y:2015:i:c:p:20-26
    DOI: 10.1016/j.spl.2014.12.024
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    References listed on IDEAS

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