Article
Statistics & Probability
Andreas Heinen, Alfonso Valdesogo
Summary: This paper derives the rank correlation coefficients of the bivariate skew normal distribution and provides conditions under which the skew normal distribution is more dependent than the normal distribution in terms of rank correlations. The paper also shows how these results can be used for estimating the correlation and shape parameters of the skew normal distribution, and establishes their consistency and asymptotic normality.
SCANDINAVIAN JOURNAL OF STATISTICS
(2022)
Article
Statistics & Probability
David Lun, Svenja Fischer, Alberto Viglione, Gunter Bloschl
Summary: This study used statistical dependency measures to analyze the coherence between time series in environmental data, taking into account the autocorrelation of the data. The asymptotic distribution of estimators of Spearman's Rho and Kendall's Tau was derived and the method was tested through simulations.
JOURNAL OF APPLIED STATISTICS
(2023)
Article
Statistics & Probability
Jia-Han Shih, Takeshi Emura
Summary: A new expression of the correlation ratio based on copulas is derived, along with the proposal of a previously unconsidered Kendall's tau copula correlation ratio. The new expressions are used to investigate the theoretical properties of copula correlation ratios, including difference and discontinuity. Furthermore, copula correlation ratio matrices are defined for multivariate copulas, showing their invariance property.
JOURNAL OF MULTIVARIATE ANALYSIS
(2021)
Article
Statistics & Probability
Haben Michael, Musie Ghebremichael
Summary: This study delves into the issues with using the rank correlation test proposed by Begg and Mazumdar in meta-analyses, revealing a loss of power under specific conditions. Through simulation, the performance of Begg's test with the correct asymptotic variance approximation was examined, as well as its performance under different frameworks. Furthermore, the study compares several meta-analyses where standard and bias-corrected versions of Begg's test lead to differing conclusions.
COMMUNICATIONS IN STATISTICS-THEORY AND METHODS
(2023)
Article
Statistics & Probability
Trevor R. Camper, Stephen W. Carden, Russell C. Land
Summary: This study investigates the behavior of two popular measures of rank correlation, Kendall's tau and Spearman's rho, under mixture models. The study finds that the bias in the presence of contamination is a polynomial in the mixing proportion, with the bias being quadratic for tau and cubic for rho. The researchers derive different scenarios based on the root behavior in the unit interval, indicating positive or negative bias in different regions. Through computational experiments, the study shows that within the Marshall-Olkin family of distributions, every possible root behavior scenario can be achieved by choosing appropriate parameters.
JOURNAL OF STATISTICAL THEORY AND PRACTICE
(2022)
Article
Statistics & Probability
Carles M. Cuadras, Michael Greenacre
Summary: This article presents different concepts of correlation and statistical association in three parts, with the use of historical notes and classic data set. It covers various methods and results related to correlation analysis and multivariate analysis. The fitting of copulas to the data set is also explored.
JOURNAL OF MULTIVARIATE ANALYSIS
(2022)
Article
Statistics & Probability
Samuel Perreault, Johanna G. Neslehova, Thierry Duchesne
Summary: This article investigates the structural assumptions of the Kendall rank correlation matrix and proposes a test method. It also presents the implementation and application of various numerical strategies.
JOURNAL OF THE AMERICAN STATISTICAL ASSOCIATION
(2022)
Article
Statistics & Probability
Edwin van den Heuvel, Zhuozhao Zhan
Summary: Pearson's correlation coefficient is considered a measure of linear association between bivariate random variables X and Y. However, for nonlinear monotonic associations, alternative measures like Spearman's rank and Kendall's tau correlation coefficients are more appropriate. Existing views that rule out Pearson's correlation coefficient for measuring nonlinear monotonic associations are incorrect.
AMERICAN STATISTICIAN
(2022)
Article
Engineering, Electrical & Electronic
Changrun Chen, Weichao Xu, Yijin Pan, Huiling Zhu, Jiangzhou Wang
Summary: This study proposes using two rank correlations, KT and SR, to detect known signals in impulsive noise. By analyzing the Middleton's Class-A impulsive noise model, the expectations and variances of KT and SR were derived, and the central limit theorem was used to determine the detection threshold and probability. Monte Carlo simulations confirmed the theoretical findings and showed that KT and SR outperformed other state-of-the-art methods in terms of detection probability.
IEEE SIGNAL PROCESSING LETTERS
(2021)
Article
Mathematics, Applied
Damjana Kokol Bukovsek, Nik Stopar
Summary: We provide upper and lower bounds for Kendall's tau of a bivariate copula when the values of its Spearman's footrule or Gini's gamma are known, and demonstrate that these bounds are always achievable.
MEDITERRANEAN JOURNAL OF MATHEMATICS
(2023)
Article
Construction & Building Technology
Zhiping Li, Xiaojian Gao, Dagang Lu
Summary: The study focused on analyzing the relationship between early hydration characteristics and compressive strength, finding a strong correlation between the two. Spearman's rho correlation analysis had higher coefficients compared to Pearson's and Kendall's tau analyses. Furthermore, middle and long curing ages demonstrated higher correlation coefficients than early age compressive strength.
CONSTRUCTION AND BUILDING MATERIALS
(2021)
Article
Statistics & Probability
Mhamed Mesfioui, Julien Trufin
Summary: This note derives upper bounds on Kendall's tau and Spearman's rho for multivariate zero-inflated continuous variables, and establishes a lower bound for Spearman's rho in the bivariate case. These bounds are easy to compute and can be estimated from a data set of zero-inflated random vectors.
METHODOLOGY AND COMPUTING IN APPLIED PROBABILITY
(2022)
Article
Multidisciplinary Sciences
Haroon Mohamed Barakat, Metwally Alsayed Alawady, Islam Abdullah Husseiny, Mohamed Ahmed Abd Elgawad
Summary: This paper proposes a more flexible symmetric counterpart method that can improve the correlation level and includes special cases of other extensions.
COMPTES RENDUS DE L ACADEMIE BULGARE DES SCIENCES
(2022)
Article
Business, Finance
Christopher Michael Starkey, Georges Tsafack
Summary: Most economists agree that contagion is a change in the dependence structure during bad times in international financial markets, but measuring and testing this change remains challenging. While correlation is commonly used to assess contagion, it suffers from a volatility bias. Forbes and Rigobon (2002) propose a correction based on a constant beta assumption, but we find that this assumption is not supported by data. Therefore, we suggest using rank correlation as an alternative measure, which is robust to volatility bias and does not require any assumptions, making it more appropriate for studying contagion. Using this measure, we test for contagion in numerous financial crises and find contagion in most cases.
INTERNATIONAL REVIEW OF FINANCIAL ANALYSIS
(2023)
Article
Automation & Control Systems
Wanghua Huang, Kang Chen, Wei Wei, Jianbin Xiong, Wenhao Liu
Summary: The robustness and computational efficiency are two important factors for displacement field measurement using digital image correlation (DIC). A new DIC technique, Digital Image Spearman's Rho Correlation (DISRC), has certain robustness to salt-and-pepper noise and a fast scheme is proposed to accelerate the DISRC. The fast DISRC is 60 times faster than the original one with almost the same displacement field results. DISRC can give similar results as zero-mean normalized cross-correlation (ZNCC) without noise and perform better with less noise contamination.
INFORMATION TECHNOLOGY AND CONTROL
(2022)
Article
Health Care Sciences & Services
Ivar Heuch, Safa Abdalla, Sally El Tayeb
BMC MEDICAL RESEARCH METHODOLOGY
(2018)
Article
Medicine, General & Internal
Ingrid Heuch, Ivar Heuch, Knut Hagen, Elin Pettersen Sorgjerd, Bjorn Olav Asvold, John-Anker Zwart
Article
Orthopedics
Gunn Kristin Oberg, Gay L. Girolami, Suzann K. Campbell, Tordis Ustad, Ivar Heuch, Bjarne K. Jacobsen, Per Ivar Kaaresen, Vibeke Smith Aulie, Lone Jorgensen
Correction
Orthopedics
Gunn Kristin Oberg, Gay L. Girolami, Suzann K. Campbell, Tordis Ustad, Ivar Heuch, Bjarne K. Jacobsen, Per Ivar Kaaresen, Vibeke Smith Aulie, Lone Jorgensen
Article
Public, Environmental & Occupational Health
Ingrid Heuch, Ivar Heuch, Knut Hagen, Kjersti Storheim, John-Anker Zwart
Article
Medicine, General & Internal
Frank Olsen, Lise Balteskard, Bard Uleberg, Bjarne K. Jacobsen, Ivar Heuch, Atle Moen
Summary: A national cohort study in Norway involving all children aged 1-16 years in 18 hospital referral areas found that parental educational level did not explain geographic variation in hospital admission rates for children. Children of parents with low educational level had the highest admission probability and number of admissions, but the lowest cost of admissions.
Article
Health Care Sciences & Services
Frank Olsen, Bjarne K. Jacobsen, Ivar Heuch, Kjell M. Tveit, Lise Balteskard
Summary: This study in Norway investigated the equality in access to cancer patient pathways (CPP) for patients with lung, colorectal, breast, or prostate cancer. It found that age and place of residence were key factors affecting access, with inconsistent differences in income and education among CPP patients. The study concluded that inequalities based on income and place of residence among cancer patients, both in CPP and non-CPP groups, are unwarranted and need to be addressed.
BMC HEALTH SERVICES RESEARCH
(2021)
Article
Public, Environmental & Occupational Health
Frank Olsen, Bard Uleberg, Bjarne K. Jacobsen, Ivar Heuch, Pal M. Tande, Einar Bugge, Lise Balteskard
Summary: This study analyzed patient-related and geographic differences in the use of catheter ablation among atrial fibrillation patients in Norway. The study found substantial socioeconomic and geographic variation, with patients with higher education and income more frequently receiving ablation treatment. Geographic variation may reflect differences in clinical practice and provider preferences, highlighting the need for clearer guidelines.
Correction
Public, Environmental & Occupational Health
Frank Olsen, Bard Uleberg, Bjarne K. Jacobsen, Ivar Heuch, Pal M. Tande, Einar Bugge, Lise Balteskard
Article
Medicine, General & Internal
Ingrid Heuch, Ivar Heuch, Knut Hagen, Kjersti Storheim, John-Anker Zwart
Summary: This study explored the associations between age at menarche and menopause and the risk of chronic low back pain (LBP). The findings indicate a U-shaped association between age at menarche and chronic LBP risk, while no association was found between age at menopause and LBP risk.
Article
Orthopedics
Ingrid Heuch, Ivar Heuch, Knut Hagen, Kjersti Storheim, John-Anker Zwart
Summary: This study investigated the associations between systemic MHT or OC use and the risk of chronic LBP using a large population-based dataset. The results showed that long-lasting use of systemic MHT, especially therapy based on estrogen only, is associated with an increased risk of chronic LBP. Using OC may slightly increase the risk of chronic LBP.
BMC MUSCULOSKELETAL DISORDERS
(2023)
Article
Cardiac & Cardiovascular Systems
Grethe Albrektsen, Tom Wilsgaard, Ivar Heuch, Maja-Lisa Lochen, Dag Steinar Thelle, Inger Njolstad, Sameline Grimsgaard, Kaare Harald Bonaa
Summary: Adverse lipid levels can be seen 20 to 35 years before the occurrence of myocardial infarction, especially in relation to high-density lipoprotein cholesterol and triglyceride levels. This trend is more pronounced in women. However, the difference in mean lipid levels between myocardial infarction patients and the general population is not significant for both genders.
JOURNAL OF THE AMERICAN HEART ASSOCIATION
(2023)
Article
Medicine, General & Internal
Article
Endocrinology & Metabolism
Ingrid Heuch, Ivar Heuch, Knut Hagen, Elin Pettersen Sorgjerd, Bjorn Olav Asvold, John-Anker Zwart
BMJ OPEN DIABETES RESEARCH & CARE
(2018)
Article
Multidisciplinary Sciences
Grethe Albrektsen, Ivar Heuch, Maja-Lisa Lochen, Dag Steinar Thelle, Tom Wilsgaard, Inger Njolstad, Kaare Harald Bonaa