The Spearman footrule and a Markov chain property

DOI10.1016/0167-7152(83)90046-9zbMath0518.62012OpenAlexW2037559418MaRDI QIDQ1054089

Pranab Kumar Sen, Ibrahim A. Salama

Publication date: 1983

Published in: Statistics \& Probability Letters (Search for Journal in Brave)

Full work available at URL: http://www.lib.ncsu.edu/resolver/1840.4/3066

zbMATH Keywords

asymptotic normalitymartingale approachMarkov chain propertySpearman footruleuniform permutational distribution

Mathematics Subject Classification ID

Asymptotic distribution theory in statistics (62E20) Characterization and structure theory of statistical distributions (62E10) Markov processes (60J99)

Related Items (6)

THE SYMMETRIC FOOTRULE ⋮ The asymptotic normality of a rank correlation statistic based on rises ⋮ A note on spearman's footrule ⋮ Spearman's footrule and Gini's gamma: a review with complements ⋮ Spearman's footrule under progressive censoring ⋮ On the asymptotic permutational normality of certain weighted measures of correlation

Cites Work

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