SCDM: A Spearman Correlation-based Data Mining tool for large ...
Multivariate Spearman's ? is defined using copulas, and we show that the geometric mean of normalised ranks maximises multivariate correlation. Motivated by ...
1 APPLICATIONS OF CORRELATION ANALYSIS IN ...2 Spearman's coefficient uses a monotonic function to assess relationships with rank variables. Multivariate Spearman's ? for Aggregating Ranks Using CopulasOur technique is based on the Spearman's. Rank Correlation Coefficient (SRCC), for which the conducted experiments have proven to be ... On a multivariate version of Spearman's correlation coefficient for ...In this paper we introduce a multivariate version of Spearman's rho tailored for use in regression analysis. This dependence coefficient is introduced as a ...
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