Symmetric Gini covariance and correlation
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Publication:5507361
DOI10.1002/cjs.11287zbMath1357.62217arXiv1605.02332MaRDI QIDQ5507361
Hailin Sang, Yongli Sang, Xin Dang
Publication date: 19 December 2016
Published in: Canadian Journal of Statistics (Search for Journal in Brave)
Full work available at URL: https://arxiv.org/abs/1605.02332
robustness; asymptotic normality; efficiency; estimators; elliptical distribution; Gini correlation; Gini mean difference; symmetric Gini covariance
62G20: Asymptotic properties of nonparametric inference
62G35: Nonparametric robustness
62H20: Measures of association (correlation, canonical correlation, etc.)