Rank Correlation

This chapter discusses the rank correlation and its extensions. The rank vector is introduced in section 1. This is followed by a discussion of ranking methods, properties of rank correlations, computational aspects, duplicate rank problem and Spearman’s footrule. The Blest’s rank correlation is numerically illustrated and a simple algorithm that has slight computational advantage is derived. A discussion of Kendall’s \(\tau \) and its variants appears next. Some other correlations such as Goodman-Kruskall correlation and Chatterjee’s correlation are briefly described.