Spearman's footrule and Gini's gamma: a review with complements
From MaRDI portal
Publication:3068114
DOI10.1080/10485250903499667zbMath1203.62094MaRDI QIDQ3068114
Christian Genest, Johanna G. Nešlehová, Noomen Ben Ghorbal
Publication date: 13 January 2011
Published in: Journal of Nonparametric Statistics (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1080/10485250903499667
copula; concordance; ranks; asymptotic relative efficiency; jackknife; Spearman's rho; test of independence; Spearman's footrule; Gini's gamma
62G10: Nonparametric hypothesis testing
62E20: Asymptotic distribution theory in statistics
62G20: Asymptotic properties of nonparametric inference
62H20: Measures of association (correlation, canonical correlation, etc.)
Related Items
Tail-weighted dependence measures with limit being the tail dependence coefficient, Are performance measures equally stable?, A multivariate version of Hoeffding's phi-square, Two symmetric and computationally efficient Gini correlations, The influence function of Gini's gamma, A new rank correlation measure, On the class of bivariate Archimax copulas under constraints, On the lower bound of Spearman's footrule, Measuring cumulative deprivation and affluence based on the diagonal dependence diagram, Spearman's footrule and Gini's gamma: local bounds for bivariate copulas and the exact region with respect to Blomqvist's beta, On the estimation of the distribution function of a finite population under high entropy sampling designs, with applications, Transformation of a copula using the associated co-copula, Relation between non-exchangeability and measures of concordance of copulas, A note on generalized Farlie-Gumbel-Morgenstern copulas, Some maximum-indifference estimators for the slope of a univariate linear model
Cites Work
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Unnamed Item
- The oscillation behavior of empirical processes: The multivariate case
- An introduction to copulas.
- A multivariate version of Gini's rank association coefficient
- The Spearman footrule and a Markov chain property
- Exact tables of Spearman's footrule for \(N=11(1)18\) with estimate of convergence and errors for the normal approximation
- Asymptotic distributions of multivariate rank order statistics
- Weak convergence of empirical copula processes
- On the asymptotic distribution of a general measure of monotone dependence
- Tests of independence and randomness based on the empirical copula process
- Multivariate versions of Blomqvist's beta and Spearman's footrule
- Rank inversions in scoring multipart examinations
- Local efficiency of a Cramér\,-\,von Mises test of independence
- On the distribution of gini's rank association coefficient
- Agreement Among Censored Rankings Using Spearman's Footrule
- A note on spearman's footrule
- An approximated distribution of the gini's rank associatio coefficient
- Asymptotic inference on a general measure of monotone dependence
- Integration of Ranked Lists via Cross Entropy Monte Carlo with Applications to mRNA and microRNA Studies
- Bivariate copulas with quadratic sections
- On Some Convergence Properties of UStatistics
- Concordance and Gini's measure of association
- Asymptotic efficiency of independence tests based on gini's rank association coefficient, spearman's footrule and their generalizations
- Bivariate copulas with cubic sections
- The use of spearman's footrule in testing for trend when the data are incomplete
- Comparing Top k Lists
- THE SYMMETRIC FOOTRULE
- Spearman's footrule under progressive censoring
- Locally most powerful rank tests of independence for copula models
- Concordance of Complete or Right-Censored Rankings Based on Spearman's Footrule
- Semiparametric estimation in copula models