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Volumn 82, Issue 398, 1987, Pages 656-666

A rank correlation coefficient resistant to outliers

Author keywords

Copula function; Independence testing; Outliers and their effect on correlation coefficients; Permutation group; Robust rank correlation coefficients; Simulated distribution

Indexed keywords


EID: 0040237149     PISSN: 01621459     EISSN: 1537274X     Source Type: Journal    
DOI: 10.1080/01621459.1987.10478480     Document Type: Article
Times cited : (54)

References (11)
  • 1
    • 0007004191 scopus 로고
    • On a Measure of Dependence Between Two Random Variables
    • Blomqvist, N. (1950), “On a Measure of Dependence Between Two Random Variables,” Annals of Mathematical Statistics, 21, 593–600.
    • (1950) Annals of Mathematical Statistics , vol.21 , pp. 593-600
    • Blomqvist, N.1
  • 2
    • 0000360523 scopus 로고
    • Distribution-Free Tests of Independence Based on the Sample Distribution Function
    • Blum, J. R., Kiefer, J., and Rosenblatt, M. (1961), “Distribution-Free Tests of Independence Based on the Sample Distribution Function,” Annals of Mathematical Statistics, 32, 485–498.
    • (1961) Annals of Mathematical Statistics , vol.32 , pp. 485-498
    • Blum, J.R.1    Kiefer, J.2    Rosenblatt, M.3
  • 5
    • 84950494388 scopus 로고
    • unpublished Ph.D. dissertation, University of Montana, Dept. of Mathematical Sciences
    • Hollister, R. A. (1984), “A Correlation Coefficient Based on Maximum Deviation,” unpublished Ph.D. dissertation, University of Montana, Dept. of Mathematical Sciences.
    • (1984) A Correlation Coefficient Based on Maximum Deviation
    • Hollister, R.A.1
  • 6
    • 0002282074 scopus 로고
    • A New Measure of Rank Correlation
    • Kendall, M. G. (1938), “A New Measure of Rank Correlation,” Biometrika, 30, 81–93.
    • (1938) Biometrika , vol.30 , pp. 81-93
    • Kendall, M.G.1
  • 10
    • 0000906108 scopus 로고
    • On Nonparametric Measures of Dependence for Random Variables
    • Schweizer, B., and Wolfe, E. F. (1981), “On Nonparametric Measures of Dependence for Random Variables,” The Annals of Statistics, 9, 879–885.
    • (1981) The Annals of Statistics , vol.9 , pp. 879-885
    • Schweizer, B.1    Wolfe, E.F.2
  • 11
    • 0002965815 scopus 로고
    • The Proof and Measurement of Association Between Two Things
    • Spearman, C. E. (1904), “The Proof and Measurement of Association Between Two Things,” American Journal of Psychiatry, 15, 72–101.
    • (1904) American Journal of Psychiatry , vol.15 , pp. 72-101
    • Spearman, C.E.1


* 이 정보는 Elsevier사의 SCOPUS DB에서 KISTI가 분석하여 추출한 것입니다.