Ulrich Bodenhofer, Frank Klawonn,
"Robust rank correlation coefficients on the basis of fuzzy orderings: initial steps"
, in Mathware and Soft Computing, Vol. 15, Nummer 2, Seite(n) 5-20, 2008
Robust rank correlation coefficients on the basis of fuzzy orderings: initial steps
Sprache des Titels:
The goal of this paper is to demonstrate that established rank correlation
measures are not ideally suited for measuring rank correlation for numerical
data that are perturbed by noise. We propose to use robust rank correlation
measures based on fuzzy orderings. We demonstrate that the new measures
overcome the robustness problems of existing rank correlation coefficients. As
a first step, this is accomplished by illustrative examples. The paper closes
with an outlook on future research and applications.