A Rank Correlation Coefficient Resistant to Outliers

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82
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12
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1987
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  • DOI 10.1080/01621459.1987.10478480
  • OpenAlex ID W2051272551
  • Type Article
  • Language EN
  • Published 01 Jun 1987
  • Volume 82 (398)
  • Pages 656
  • Source Journal of the American Statistical Asso…
  • FWCI 0.95
  • Countries 1
  • Institutions 2
  • Added 10 Oct 2025
  • Updated 14 Oct 2026
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A Rank Correlation Coefficient Resistant to Outliers

Article 1987 EN

In this article, a nonparametric correlation coefficient is defined that is based on the principle of maximum deviations. This new correlation coefficient, Rg , is easy to compute by hand for small to medium sample sizes. In comparing it with existing correlation coefficients, it was found to be superior in a sampling situation that we call “biased outliers,” and hence appears to be more resistant…

82

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12

References

2

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0.95

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2 authors
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1 Rudy A. Gideon University of Montana (US) —
2 Robert A. Hollister University of Wisconsin–Oshkos… (US) —
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