Influence Functions of the Spearman and Kendall Correlation Measures

Influence functions of the Spearman and Kendall correlation measures

Nonparametric correlation estimators as the Kendall and Spearman correlation are widely used in the applied sciences. They are often said to be robust, in the sense of being resistant to outlying observations. In this paper we formally study their robustness by means of their influence functions and gross-error sensitivities. Since robustness of an estimator often comes at the price of an incre...

Correlation of Gene Function Annotation Lists through Enhanced Spearman and Kendall Measures

Gene function annotations are paramount in bioinformatics, and computational methods able to predict them provide a fundamental contribution. Several machine learning algorithms for this purpose are available today, although their relevant parameters might strongly influence the output list of predicted annotations. Here, we propose a method to evaluate this issue by introducing two list correl...

Relation between the Kendall and Spearman coefficients and concordance graphs∗

A pair of linear orders L, L′ on an n-element set V is a concordance pair if the Kendall and Spearman correlation measures between L and L′ coincide. A graph is called concordance graph if it has the same number of induced three-vertex one-edged subgraphs as induced three-vertex twoedged subgraphs. It is known (see Fishburn and Monjardet (2000)) that (L, L′) is a concordance pair if and only if...

The Spearman and Kendall rank correlation coefficients between intuitionistic fuzzy sets

This paper is a continuation of our previous work on Pearson’s coefficient r and we discuss here the concept of the Spearman correlation coefficient and the Kendall correlation coefficient between Atanassov’s intuitionistic fuzzy sets (A-IFSs, for short) to measure the degree of association between the A-IFSs when the assumption that the data distributions are normal is not valid or when data a...

Spearman Rank Correlation Coefficient