1. Score correlation
- Creator:
- Fabián, Zdeněk
- Format:
- bez média and svazek
- Type:
- model:article and TEXT
- Subject:
- Score function, correlation, rank correlation coefficient, and heavy tails
- Language:
- English
- Description:
- 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.
- Rights:
- http://creativecommons.org/publicdomain/mark/1.0/ and policy:public