A new rank correlation measure
From MaRDI portal
Publication:1956333
DOI10.1007/s00362-011-0423-0zbMath1364.62135OpenAlexW2048519322MaRDI QIDQ1956333
Publication date: 13 June 2013
Published in: Statistical Papers (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1007/s00362-011-0423-0
Nonparametric hypothesis testing (62G10) Measures of association (correlation, canonical correlation, etc.) (62H20)
Related Items (3)
Mutual association measures ⋮ The influence function of Gini's gamma ⋮ Some maximum-indifference estimators for the slope of a univariate linear model
Cites Work
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Unnamed Item
- A test of concordance based on Gini's mean difference
- Asymptotic normality of a class of nonlinear rank tests for independence
- An introduction to copulas.
- A multivariate version of Gini's rank association coefficient
- Distribution functions of means of a Dirichlet process
- Linear rank tests for independence in bivariate distributions-power comparisons by simulation
- Inequalities for distributions with given marginals
- On the asymptotic distribution of a general measure of monotone dependence
- On some descriptive aspects of measures of monotone dependence
- Spearman's footrule and Gini's gamma: a review with complements
- A Measure of Top-Down Correlation
- 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
- THE SYMMETRIC FOOTRULE
- A Class of Nonparametric Tests for Independence in Bivariate Populations
- Locally most powerful rank tests of independence for copula models
This page was built for publication: A new rank correlation measure