一类加权秩相关测度

IF 0.4 4区数学 Q4 STATISTICS & PROBABILITY

Probability and Mathematical Statistics-Poland Pub Date : 2020-01-01 DOI:10.37190/0208-4147.41.1.4

M. Sanatgar, A. Dolati, M. Amini

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引用次数: 0

摘要

我们提出了一类加权秩相关测度，扩展了Spearman’s。该类由两种类型的度量组成。第一种类型扩展了Blest的等级相关性，更加强调最高等级的一致性。第二种方式更强调底层员工的共识。研究了所提测度的渐近分布及其一些性质。通过使用渐近相对效率计算，进行了仿真研究，以比较所提出的测试独立性统计的性能。2010 AMS数学学科分类:初级:01A23;二级:45 b67。

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A class of weighted rank correlation measures

We propose a class of weighted rank correlation measures extending Spearman’s rho. This class consists of two types of measures. The first type that extends Blest’s rank correlation, places more emphasis on the agreement on top ranks. The second one places more emphasis on the agreement on the bottom ranks. The asymptotic distribution of the proposed measures and some of their properties are studied. A simulation study is performed to compare the performance of the proposed statistics for testing independence by using asymptotic relative efficiency calculations. 2010 AMS Mathematics Subject Classification: Primary: 01A23; Secondary: 45B67.

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来源期刊

Probability and Mathematical Statistics-Poland STATISTICS & PROBABILITY-

CiteScore

0.70

自引率

0.00%

发文量

审稿时长

>12 weeks

期刊介绍： PROBABILITY AND MATHEMATICAL STATISTICS is published by the Kazimierz Urbanik Center for Probability and Mathematical Statistics, and is sponsored jointly by the Faculty of Mathematics and Computer Science of University of Wrocław and the Faculty of Pure and Applied Mathematics of Wrocław University of Science and Technology. The purpose of the journal is to publish original contributions to the theory of probability and mathematical statistics.