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Score Correlation
- 1.0352922 - ÚI 2011 RIV CZ eng J - Journal Article
Fabián, Zdeněk
Score Correlation.
Neural Network World. Roč. 20, č. 6 (2010), s. 793-798. ISSN 1210-0552
R&D Projects: GA ČR GA205/09/1079
Institutional research plan: CEZ:AV0Z10300504
Keywords : score function * correlation * rank correlation coefficient * heavy tails
Subject RIV: BB - Applied Statistics, Operational Research
Impact factor: 0.511, year: 2010
In this paper, we study a distribution-dependent correlation coefficient based on the concept of scalar score. This new measure of association of continuous random variables is compared by means of simulation experiments with the Pearson, Kendall and Spearman correlation coefficients.
Permanent Link: http://hdl.handle.net/11104/0006209
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