Asymptotic Mean and Variance of Gini Correlation for Bivariate Normal Samples

DOI10.1109/TSP.2009.2032448zbMath1391.62027OpenAlexW2119457644MaRDI QIDQ4570101

Mahesan Niranjan, Weichao Xu, Minfen Shen, Yeung Sam Hung

Publication date: 9 July 2018

Published in: IEEE Transactions on Signal Processing (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1109/tsp.2009.2032448

Mathematics Subject Classification ID

Asymptotic distribution theory in statistics (62E20) Measures of association (correlation, canonical correlation, etc.) (62H20)

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Two symmetric and computationally efficient Gini correlations ⋮ A Gini Autocovariance Function for Time Series Modelling ⋮ Jackknife empirical likelihood methods for gini correlations and their equality testing ⋮ Symmetric Gini covariance and correlation

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