Robust Rank Correlation Coecients on the Basis of Fuzzy Orderings: Initial Steps
Year: 2008
Type: article
Abstract: The goal of this paper is to demonstrate that established rank correlation measures are not ideally suited for measuring rank correlation for numerical data that are perturbed by noise. We propose to use robust rank correlation measures based on fuzzy orderings. We demonstrate that the new measures overcome the robustness problems of existing rank correlation coe cients. As a rst step, this is accomplished by illustrative examples. The paper closes with an outlook on future research and applications
Authors: Ulrich Bodenhofer, Frank Klawonn
Institution: Johannes Kepler University of Linz
Language: English
Subfield: Statistics, Probability and Uncertainty
Field: Decision Sciences
Domain: Social Sciences
Open Access status: green
OpenAlex ID: W1245711760