Probability and Mathematical Statistics, ( ISI ), Volume (41), No (1), Year (2021-3) , Pages (39-54)

Title : ( A CLASS OF WEIGHTED RANK CORRELATION MEASURES )

Authors: Majid Sanatgar , Ali Dolati , Mohammad Amini ,

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Abstract

In this paper we propose a class of weighted rank correlation coefficients extending the Spearman’s rho. The proposed class constructed by giving suitable weights to the distance between two sets of ranks to place more emphasis on items having low rankings than those have high rankings, or vice versa. We study several members of the proposed family in detail. The asymptotic distribution of the proposed measures and properties of the parameters estimated by them are studied through the associated copula. A simulation study is performed to compare the performance of the proposed statistics for testing independence using asymptotic relative efficiency calculations.

Keywords

, Weighted rank correlation, Copula, Asymptotic Distribution
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@article{paperid:1078879,
author = {Majid Sanatgar and Ali Dolati and Amini, Mohammad},
title = {A CLASS OF WEIGHTED RANK CORRELATION MEASURES},
journal = {Probability and Mathematical Statistics},
year = {2021},
volume = {41},
number = {1},
month = {March},
issn = {0208-4147},
pages = {39--54},
numpages = {15},
keywords = {Weighted rank correlation; Copula; Asymptotic Distribution},
}

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%0 Journal Article
%T A CLASS OF WEIGHTED RANK CORRELATION MEASURES
%A Majid Sanatgar
%A Ali Dolati
%A Amini, Mohammad
%J Probability and Mathematical Statistics
%@ 0208-4147
%D 2021

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