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Influence functions of the Spearman and Kendall correlation measures

โœ Scribed by Christophe Croux; Catherine Dehon


Publisher
Springer
Year
2010
Tongue
English
Weight
368 KB
Volume
19
Category
Article
ISSN
1613-981X

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On the comparison of the Spearman and Ke
โœ B. Monjardet ๐Ÿ“‚ Article ๐Ÿ“… 1998 ๐Ÿ› Elsevier Science ๐ŸŒ English โš– 809 KB

This paper bears on the comparison of two well-known metrics between linear orders called the Kendall and Spearman metrics or/and of their normalized versions, respectively, known as the Kendall tau and the Spearman rho. Using a combinatorial approach based on the partial order intersection of the t