Concordant and Discordant Monotone Correlations and Their Evaluation by Nonlinear Optimization.
PITTSBURGH UNIV PA INST FOR STATISTICS AND APPLICATIONS
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This paper presents four new statistical measures of monotone relationship derived from the concept of monotone correlation. A nonlinear optimization algorithm is employed to evaluate these new measures, as well as the monotone correlation, for ordinal contingency tables. A computer program to implement the algorithm is developed, and is applied to several insightful examples to provide further understanding of the usefulness of these measures. Author
- Statistics and Probability