论文标题
一般的加权等级相关度量
A General Class of Weighted Rank Correlation Measures
论文作者
论文摘要
在本文中，我们提出了一类加权等级相关系数，以扩展Spearman的Rho。提议的类别是通过对两组排名之间的距离进行适当的权重来构建的，以将其更加重视具有低排名的项目，反之亦然。通过相关的副群研究，研究了它们估计的参数的措施和特性的渐近分布。进行了仿真研究，以比较提出的统计数据的性能，以使用渐近相对效率计算来测试独立性。
In this paper we propose a class of weighted rank correlation coefficients extending the Spearman's rho. The proposed class constructed by giving suitable weights to the distance between two sets of ranks to place more emphasis on items having low rankings than those have high rankings or vice versa. The asymptotic distribution of the proposed measures and properties of the parameters estimated by them are studied through the associated copula. A simulation study is performed to compare the performance of the proposed statistics for testing independence using asymptotic relative efficiency calculations.
