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math.ST2025
On Rank Correlation Coefficients
Alexei Stepanov
In the present paper, we propose a new rank correlation coefficient , which is a sample analogue of the theoretical correlation coefficient , which, in turn, was proposed i…
math.ST2024
On Correlation Coefficients
Alexei Stepanov
In the present paper, we discuss the Pearson, Spearman, Kendall correlation coefficients and their statistical analogues. We propose a new correlation coefficient r and its statist…