Abstract: | The subject of rank correlation has had a rich history. It has been used in numerous applications in tests for trend and for independence. However, little has been said about how to define rank correlation when the data are incomplete. The practice has often been to ignore missing observations and to define rank correlation for the smaller complete record. We propose a new class of measures of rank correlation which are based on a notion of distance between incomplete rankings. There is the potential for a significant increase in efficiency over the approach which ignores missing observations as demonstrated by a specific case. |