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Score Correlation
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SYSNO ASEP 0352922 Document Type J - Journal Article R&D Document Type Journal Article Subsidiary J Článek ve WOS Title Score Correlation Author(s) Fabián, Zdeněk (UIVT-O) SAI, RID Source Title Neural Network World. - : Ústav informatiky AV ČR, v. v. i. - ISSN 1210-0552
Roč. 20, č. 6 (2010), s. 793-798Number of pages 6 s. Language eng - English Country CZ - Czech Republic Keywords score function ; correlation ; rank correlation coefficient ; heavy tails Subject RIV BB - Applied Statistics, Operational Research R&D Projects GA205/09/1079 GA ČR - Czech Science Foundation (CSF) CEZ AV0Z10300504 - UIVT-O (2005-2011) UT WOS 000286684200007 EID SCOPUS 79551700095 Annotation 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. Workplace Institute of Computer Science Contact Tereza Šírová, sirova@cs.cas.cz, Tel.: 266 053 800 Year of Publishing 2011
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