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

DOI10.1080/10485250903499667zbMath1203.62094OpenAlexW2006123051MaRDI QIDQ3068114

Christian Genest, Johanna G. Nešlehová, Noomen Ben Ghorbal

Publication date: 13 January 2011

Published in: Journal of Nonparametric Statistics (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1080/10485250903499667

zbMATH Keywords

copulaconcordanceranksasymptotic relative efficiencyjackknifeSpearman's rhotest of independenceSpearman's footruleGini's gamma

Mathematics Subject Classification ID

Nonparametric hypothesis testing (62G10) Asymptotic distribution theory in statistics (62E20) Asymptotic properties of nonparametric inference (62G20) Measures of association (correlation, canonical correlation, etc.) (62H20)

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