THE SPEARMAN CORRELATION FORMULA

Spearman Rank Correlation Coefficient

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...

Online Ranking: Discrete Choice, Spearman Correlation and Other Feedback

Given a set V of n objects, an online ranking system outputs at each time step a full ranking of the set, observes a feedback of some form and suffers a loss. We study the setting in which the (adversarial) feedback is an element in V , and the loss is the position (0th, 1st, 2nd...) of the item in the outputted ranking. More generally, we study a setting in which the feedback is a subset U of ...

Charles Spearman

Few would dispute the claim that Charles Edward Spearman (1863-1945) is Britain’s premier psychologist and indeed one of the enduring figures in the history of behavioral science. Some twenty years ago, I asked a number of psychologists to list the names of whomever they considered to be the five or six most important persons in the history of psychological testing. Among all the nominations, o...

Prof. Spearman