Difference between revisions of "Measure of association"
From Encyclopedia of Mathematics
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A measure of a monotone relationship between variates based on the order properties of sample vaues; examples are the [[Blomqvist coefficient ]], the [[Kendall tau metric]], and the [[Spearman rho metric]]. | A measure of a monotone relationship between variates based on the order properties of sample vaues; examples are the [[Blomqvist coefficient ]], the [[Kendall tau metric]], and the [[Spearman rho metric]]. | ||
====References==== | ====References==== | ||
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| − | <TR><TD valign="top">[1]</TD> <TD valign="top"> W.H. Kruskal, "Ordinal measures of association" ''J. Amer. Statist. Assoc.'' , '''53''' (1958) pp. 814–861 {{DOI|}}</TD></TR> | + | <TR><TD valign="top">[1]</TD> <TD valign="top"> W.H. Kruskal, "Ordinal measures of association" ''J. Amer. Statist. Assoc.'' , '''53''' (1958) pp. 814–861 {{DOI|10.2307/2281954}} {{ZBL|0087.15403}}</TD></TR> |
</table> | </table> | ||
Latest revision as of 21:28, 5 November 2016
2020 Mathematics Subject Classification: Primary: 62G30 [MSN][ZBL]
A measure of a monotone relationship between variates based on the order properties of sample vaues; examples are the Blomqvist coefficient , the Kendall tau metric, and the Spearman rho metric.
References
| [1] | W.H. Kruskal, "Ordinal measures of association" J. Amer. Statist. Assoc. , 53 (1958) pp. 814–861 DOI 10.2307/2281954 Zbl 0087.15403 |
How to Cite This Entry:
Measure of association. Encyclopedia of Mathematics. URL: http://encyclopediaofmath.org/index.php?title=Measure_of_association&oldid=39634
Measure of association. Encyclopedia of Mathematics. URL: http://encyclopediaofmath.org/index.php?title=Measure_of_association&oldid=39634