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

Christian Genest; Johanna Nešlehová; Noomen Ben Ghorbal

doi:10.1080/10485250903499667

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

Christian Genest^*, Johanna Nešlehová, Noomen Ben Ghorbal

^*Korrespondierende*r Autor*in für diese Arbeit

Publikation: Wissenschaftliche Fachzeitschrift › Originalbeitrag in Fachzeitschrift › Begutachtung

Abstract

The scattered literature on Spearman's footrule and Gini's gamma is surveyed. The following topics are covered:finite-sample moments and asymptotic distribution underindependence; large-sample distribution under arbitrary alternatives; asymptotic relative efficiency for testing independence; consistent asymptotic variance estimation through the jackknife; multivariate generalisations and uses. Complementary results and an extensive bibliography are provided, along with several original illustrations.

Originalsprache	Englisch
Seiten (von - bis)	937-954
Seitenumfang	18
Fachzeitschrift	Journal of Nonparametric Statistics
Jahrgang	22
Ausgabenummer	8
DOIs	https://doi.org/10.1080/10485250903499667
Publikationsstatus	Veröffentlicht - 2010
Extern publiziert	Ja

Bibliographische Notiz

Funding Information:
Funding in support of this work was provided by the Natural Sciences and Engineering Research Council of Canada, the Fonds québécois de la recherche sur la nature et les technologies and the Institut de finance mathématique de Montréal.

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