Robust Rank Correlation Coecients on the Basis of Fuzzy Orderings: Initial Steps

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 coecients. As a rst step, this is accomplished by illustrative examples. The paper closes with an outlook on future research and applications.

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