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Estimating relative rank correlation: theory and application

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Publication:713808
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DOI10.1016/j.stamet.2007.04.002zbMath1248.62095OpenAlexW2032961014MaRDI QIDQ713808

Alan D. Hutson

Publication date: 19 October 2012

Published in: Statistical Methodology (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/j.stamet.2007.04.002


zbMATH Keywords

bootstrapconcomitant order statistics


Mathematics Subject Classification ID

Linear regression; mixed models (62J05) Measures of association (correlation, canonical correlation, etc.) (62H20) Order statistics; empirical distribution functions (62G30) Graphical methods in statistics (62A09)





Cites Work

  • Joint asymptotic distribution of marginal quantiles and quantile functions in samples from a multivariate population
  • Distribution and expected value of the rank of a concomitant of an order statistics
  • On the average difference between concomitants and order statistics
  • Approximation Theorems of Mathematical Statistics
  • The Exact Bootstrap Mean and Variance of an L-estimator




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