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Limit Distribution for The Weighted Rank Correlation Coefficient, rw

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Abstract & Overview

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].

Cite this record

Joaquim Pinto da Costa, Luís Roque (2022). Limit Distribution for The Weighted Rank Correlation Coefficient, rw. Revstat-statistical Journal. https://doi.org/10.57805/revstat.v4i3.35

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Costa, J. P. D., & Roque, L. (2022). Limit Distribution for The Weighted Rank Correlation Coefficient, rw. Revstat-statistical Journal. https://doi.org/10.57805/revstat.v4i3.35
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