Gini correlation as a measure of monotonicity and two of its usages

DOI10.1080/03610928908829975MaRDI QIDQ3473246zbMATH OpenOpenAlexFDO

Authors Adi Raveh

Publication date 1989

Published in Communications in Statistics: Theory and Methods (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1080/03610928908829975

zbMATH Keywords

asymptotic variancesconvexityGINI coefficientmonotonicity coefficient

Mathematics Subject Classification ID

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

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Cites work

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• Gini correlation as a measure of monotonicity and two of its usages

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• Matrix compatibility and correlation mixture representation of generalized Gini's gamma
• Two symmetric and computationally efficient Gini correlations
• On the proper bounds of the Gini correlation
• An index of monotonicity and its estimation: a step beyond econometric applications of the Gini index
• A Gini autocovariance function for time series modelling
• The absolute Gini is a more reliable measure of inequality for time dependent analyses (compared with the relative Gini)
• Generalized Gini correlation and its application in data-mining
• Symmetric Gini covariance and correlation

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