Spearman's footrule and Gini's gamma: a review with complements

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

zbMATH Keywords

copula; concordance; ranks; asymptotic relative efficiency; jackknife; Spearman's rho; test of independence; Spearman's footrule; Gini's gamma

Mathematics Subject Classification ID

62G10: Nonparametric hypothesis testing

62E20: Asymptotic distribution theory in statistics

62G20: Asymptotic properties of nonparametric inference

62H20: Measures of association (correlation, canonical correlation, etc.)

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