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...

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...

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

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...

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

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

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...

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...

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

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...

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

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

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

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

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

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...

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

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...

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...

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

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...

pi and Fleiss' kappa; or inter-rater correlation, concordance correlation coefficient, intra-class correlation, and Krippendorff's alpha. There are several...

MR 0036489.; Sen, Pranab Kumar (1968). "Estimates of the regression coefficient based on Kendall's tau". Journal of the American Statistical Association. 63 (324):...

In statistics, the percentile rank (PR) of a given score is the percentage of scores in its frequency distribution that are less than that score. Its mathematical...