Mishra, SK - Volkswirtschaftliche Fakultät, … - 2008
(with and without outliers/data corruption). Weights of different indicator variables are obtained by maximization of the … sum of squared (and, alternatively, absolute) correlation coefficients of the composite indices with the constituent … indicator variables. Seven different types of correlation are used: Karl Pearson, Spearman, Signum, Bradley, Shevlyakov …