Back to Search
Start Over
Nonparametric estimation of the multivariate Spearman's footrule: A further discussion
- Publication Year :
- 2023
-
Abstract
- Producción Científica<br />In this paper, we propose two new estimators of the multivariate rank correlation coefficient Spearman's footrule which are based on two general estimators for Average Orthant Dependence measures. We compare the new proposals with a previous estimator existing in the literature and show that the three estimators are asymptotically equivalent, but, in small samples, one of the proposed estimators outperforms the others. We also analyse Pitman efficiency of these indices to test for multivariate independence as compared to multivariate versions of Kendall's tau and Spearman's rho.<br />Ministerio de Ciencia e Innovación (PID2020-113350GB-I00 y PID2021-122657OB-I00)<br />Severo Ochoa Programme for Centres of Excellence in R&D (CEX2019-000904-S)<br />FEDER-Andalucía 2014-2020 (UAL2020-AGR-B1783)
Details
- Database :
- OAIster
- Notes :
- application/pdf, English
- Publication Type :
- Electronic Resource
- Accession number :
- edsoai.on1456701815
- Document Type :
- Electronic Resource