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

Christian Genest*, Johanna Nešlehová, Noomen Ben Ghorbal

*Corresponding author for this work

Publication: Scientific journalJournal articlepeer-review


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.

Original languageEnglish
Pages (from-to)937-954
Number of pages18
JournalJournal of Nonparametric Statistics
Issue number8
Publication statusPublished - 2010
Externally publishedYes

Bibliographical note

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.


  • Asymptotic relative efficiency
  • Concordance
  • Copula
  • Gini's gamma
  • Jackknife
  • Ranks
  • Spearman's footrule
  • Spearman's rho
  • Test of independence

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