In statistics, the Kendall rank correlation coefficient, commonly referred to as Kendall's τ coefficient (after the Greek letter τ, tau), is a statistic...

In statistics, Spearman's rank correlation coefficient or Spearman's ρ is a number ranging from -1 to 1 that indicates how strongly two sets of ranks are...

A correlation coefficient is a numerical measure of some type of linear correlation, meaning a statistical relationship between two variables. The variables...

\end{aligned}}} Rank correlation coefficients, such as Spearman's rank correlation coefficient and Kendall's rank correlation coefficient (τ) measure the...

concordant pairs minus the number of discordant pairs (see Kendall tau rank correlation coefficient). The sum ∑ a i j 2 {\displaystyle \sum a_{ij}^{2}} is...

In statistics, the Pearson correlation coefficient (PCC) is a correlation coefficient that measures linear correlation between two sets of data. It is...

between the rankings of athletes in two tournaments. And the Kendall rank correlation coefficient is another approach. Alternatively, intersection/overlap-based...

binary variables. In machine learning, it is known as the Matthews correlation coefficient (MCC) and used as a measure of the quality of binary (two-class)...

Kendall's W (also known as Kendall's coefficient of concordance) is a non-parametric statistic for rank correlation. It is a normalization of the statistic...

value of Y. The Kendall tau distance between two series is the total number of discordant pairs. The Kendall tau rank correlation coefficient, which measures...

{\displaystyle K_{d}} ) must not be confused with the Kendall tau rank correlation coefficient ( K c {\displaystyle K_{c}} )  used in statistics. They...

The Kendalls, a former American country music duo Kendall 32, a fiberglass cruising boat of the late 1960s Kendall tau rank correlation coefficient, developed...

Maurice George Kendall, FBA (6 September 1907 – 29 March 1983) was a prominent British statistician. The Kendall tau rank correlation is named after him...

done by non-parametric methods, e.g. Mann-Kendall test, which is a version of Kendall rank correlation coefficient. Smoothing can also be used for testing...

statistical procedures. For example, it is equivalent to Kendall's tau correlation coefficient if one of the variables is binary (that is, it can only...

numerical relationship between two variables of interest, using their correlation coefficient will give misleading results if there is another confounding variable...

Pearson correlation coefficient. However, in other disciplines (e.g. engineering) the normalization is usually dropped and the terms "cross-correlation" and...

normalize the autocovariance function to get a time-dependent Pearson correlation coefficient. However, in other disciplines (e.g. engineering) the normalization...

tetrachoric correlation coefficient but it is only applicable to 2 × 2 tables. Polychoric correlation is an extension of the tetrachoric correlation to tables...

and alternative measures such as the intraclass correlation coefficient are recommended. The coefficient of variation fulfills the requirements for a measure...

between the two permutations (a non-normalized version of the Kendall rank correlation coefficient), and E {\displaystyle E} is the minimum number of two-element...

The Kendall test may refer to: Kendall tau rank correlation coefficient, also called the Kendall tau test A test of the strength of the abdominal muscles...

normally distributed. Examples are Spearman’s correlation coefficient, Kendall’s tau, Biserial correlation, and Chi-square analysis. Three important notes...

plot correlation coefficient" (PPCC plot) is the correlation coefficient between the paired sample quantiles. The closer the correlation coefficient is...

z-transformation) of a Pearson correlation coefficient is its inverse hyperbolic tangent (artanh). When the sample correlation coefficient r is near 1 or -1, its...

is similar to rank correlation coefficients like Spearman's rank correlation coefficient and the Kendall rank correlation coefficient but also explicitly...

value. Examples of effect sizes include the correlation between two variables, the regression coefficient in a regression, the mean difference, or the...

size for the signed-rank test, one can use the rank-biserial correlation. If the test statistic T is reported, the rank correlation r is equal to the test...

Rank abundance curve Rank correlation mainly links to two following Spearman's rank correlation coefficient Kendall tau rank correlation coefficient Rank...

canonical correlation RV coefficient Angles between flats Principal component analysis Linear discriminant analysis Regularized canonical correlation analysis...