Rank correlation inequalities with ties and missing data

The inequality on the sum of the absolute values of rank differences associated with Spearman's footrule, which was established in Papaioannou and Loukas (1984), is shown to hold when ties are present in both rankings. The same result is established numerically for the sum of squares of rank differences associated with Spearman's rank correlation coefficient, when ties are present in both rankings.

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Year of publication:	1991
Authors:	Loukas, Sotiris ; Papaioannou, Takis
Published in:	Statistics & Probability Letters. - Elsevier, ISSN 0167-7152. - Vol. 11.1991, 1, p. 53-56
Publisher:	Elsevier
Keywords:	Spearman's footrule Spearman's rank correlation missing data tied data

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Type of publication:	Article
Source:	RePEc - Research Papers in Economics

Persistent link: https://www.econbiz.de/10005254302