Measure of association

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2020 Mathematics Subject Classification: Primary: 62G30 [MSN][ZBL]

A measure of a monotone relationship between variates based on the order properties of sample vaues; examples are the Blomqvist coefficient , the Kendall tau metric, and the Spearman rho metric.


[1] W.H. Kruskal, "Ordinal measures of association" J. Amer. Statist. Assoc. , 53 (1958) pp. 814–861 DOI 10.2307/2281954 Zbl 0087.15403
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