Skip to main content

On the Distribution of the Rank Correlation Coefficient τ When the Variates are not Independent

  • Chapter
The Collected Works of Wassily Hoeffding

Part of the book series: Springer Series in Statistics ((PSS))

  • 2047 Accesses

Abstract

1. Consider a population distributed according to two variates x, y. Two members (x 1, y 1,) and (x 2, y 2) of the population will be called concordant if both values of one member are greater than the corresponding values of the other one, that is if

This is a preview of subscription content, log in via an institution to check access.

Access this chapter

Chapter
USD 29.95
Price excludes VAT (USA)
  • Available as PDF
  • Read on any device
  • Instant download
  • Own it forever
eBook
USD 129.00
Price excludes VAT (USA)
  • Available as PDF
  • Read on any device
  • Instant download
  • Own it forever
Softcover Book
USD 169.99
Price excludes VAT (USA)
  • Compact, lightweight edition
  • Dispatched in 3 to 5 business days
  • Free shipping worldwide - see info
Hardcover Book
USD 169.99
Price excludes VAT (USA)
  • Durable hardcover edition
  • Dispatched in 3 to 5 business days
  • Free shipping worldwide - see info

Tax calculation will be finalised at checkout

Purchases are for personal use only

Institutional subscriptions

Preview

Unable to display preview. Download preview PDF.

Unable to display preview. Download preview PDF.

References

  • Esscher, F. (1924). On a method of determining correlation from the ranks of the variates. Skand. Aktuar. 7, 201–219.

    Google Scholar 

  • Jordan, Ch. (1927). Statistique mathématique. Paris: Gauthiers-Villars.

    Google Scholar 

  • Kendall, M. G. (1938). A new measure of rank correlation. Biometriku, 30, 81–93.

    MATH  Google Scholar 

  • Lindeberg, J. W. (1926). Ueber die Korrelation. Den VI skandinaviske Matematikerkongres i Kobenhavn, 31 August-4 September 1925, pp. 437–446. Kobenhavn: J. Gjellerup.

    Google Scholar 

Download references

Authors

Editor information

Editors and Affiliations

Rights and permissions

Reprints and permissions

Copyright information

© 1994 Springer Science+Business Media New York

About this chapter

Cite this chapter

Höffding, W. (1994). On the Distribution of the Rank Correlation Coefficient τ When the Variates are not Independent. In: Fisher, N.I., Sen, P.K. (eds) The Collected Works of Wassily Hoeffding. Springer Series in Statistics. Springer, New York, NY. https://doi.org/10.1007/978-1-4612-0865-5_7

Download citation

  • DOI: https://doi.org/10.1007/978-1-4612-0865-5_7

  • Publisher Name: Springer, New York, NY

  • Print ISBN: 978-1-4612-6926-7

  • Online ISBN: 978-1-4612-0865-5

  • eBook Packages: Springer Book Archive

Publish with us

Policies and ethics