Posts Tagged ‘ rho ’

Association and concordance measures

September 12, 2012
By
Association and concordance measures

Following the course, in order to define assocation measures (from Kruskal (1958)) or concordance measures (from Scarsini (1984)), define a concordance function as follows: let be a random pair with copula , and with copula . Then definethe so-...

Read more »

Spearman’s Rho

August 30, 2012
By

Spearman’s Rho Rank Correlation There are generally three types of correlation that a researcher may encounter: Pearson’s r, Kendall’s Tau, and Spearman’s Rho.  They each have their own uses and applications depending on the da...

Read more »