Measure of association
From Encyclopedia of Mathematics - Reading time: 1 min
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[edit]
| [1] | W.H. Kruskal, "Ordinal measures of association" J. Amer. Statist. Assoc. , 53 (1958) pp. 814–861 DOI 10.2307/2281954 Zbl 0087.15403 |
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