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Rank Correlation Estimation on Normal distribution
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0.999
Spearman Correlation
POT
0.76708
0.82729
0.8875
0.94771
Nov 28, 2025
Spearman Correlation
Kendall Correlation
Updated 1mo ago
Evaluation Results
Method
Method
Links
Spearman Correlation
Kendall Correlation
POT
2025.11
0.999
0.981
Global
homotopy_parameter_t=0
2025.11
0.996
0.951
SPA
2025.11
0.993
0.94
Local
homotopy_parameter_t=1
2025.11
0.982
0.894
KDE
2025.11
0.981
0.894
Tukey
2025.11
0.782
0.605
MAH
2025.11
0.781
0.603
PRO
2025.11
0.776
0.598
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