The weighted rank correlation coefficient rW2 in the case of ties

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.

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Year of publication:	2015
Authors:	Pinto Da Costa, Joaquim ; Roque, Luís A.C. ; Soares, Carlos
Published in:	Statistics & Probability Letters. - Elsevier, ISSN 0167-7152. - Vol. 99.2015, C, p. 20-26
Publisher:	Elsevier
Subject:	Correlation \| Weighted rank correlation \| Ties

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

Persistent link: https://ebvufind01.dmz1.zbw.eu/10011208318