Enhanced Rank-Based Correlation Estimation Using Smoothed Wilcoxon Rank Scores
Şu kitabın bölümü: Tahtalı, Y. & Demir, İ. & Bayyurt, L. (eds.) 2025. Current Approaches in Applied Statistics I.

Feridun Taşdan
Western Illinous University
Rukiye Dağalp
Ankara University

Özet

This article proposes an improved version of the Spearman rank correla- tion based on using Wilcoxon rank score function. A smoothed empiri- cal cumulative distribution function (ecdf) computes the smoothed ranks and replaces the regular ranks in the Wilcoxon rank score function. The smoothed Wilcoxon rank scores are then used for estimation of the Spear- man’s correlation. The proposed approach is similar to the Spearman’s rho (ρ) estimator which uses ranks of the random samples of X and Y but the proposed method improves Spearman’s approach such as handling ties and gaining higher efficiency under monotone associations. A Wald type hypothesis test has been proposed for the new estimator rsa and the asymptotic properties are shown.

Kaynakça Gösterimi

Taşdan, F. & Dağalp, R. (2025). Enhanced Rank-Based Correlation Estimation Using Smoothed Wilcoxon Rank Scores. In: Tahtalı, Y. & Demir, İ. & Bayyurt, L. (eds.), Current Approaches in Applied Statistics I. Özgür Yayınları. DOI: https://doi.org/10.58830/ozgur.pub862.c3491

Lisans

Yayın Tarihi

11 October 2025

DOI