Abstrakt
Coefficients like Kendall's Tau or Spearman's Rho, used to measure (strength of) an association between two random variables, were thoroughly studied and described in the middle of 20th century. Requirements on bivariate association measures are well-known.
However, generalization of such measures into higher dimensions is not very straightforward and brings discussion on the desirable properties. In addition, bivariate measures can be often generalized in multiple manners.
This poster reviews possible ways to provide generalizations of selected association measures together with their comparison and the practical aspects of their usage illustrated on an example.