Por favor, use este identificador para citar o enlazar este ítem:https://uvadoc.uva.es/handle/10324/58825
Título
Nonparametric estimation of the multivariate Spearman's footrule: A further discussion
Autor
Año del Documento
2023
Editorial
Elsevier
Descripción
Producción Científica
Documento Fuente
Fuzzy Sets and Systems, 2023, 2023, vol. 467, 108489
Zusammenfassung
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.
Materias (normalizadas)
Economía
Materias Unesco
5308 Economía General
Palabras Clave
Spearman's footrule
Pitman efficiency
Orthant dependence
Multivariate association
Regla de pie de Spearman
Eficiencia pitman
Dependencia ortante
Asociación multivariada
ISSN
0165-0114
Revisión por pares
SI
Patrocinador
Ministerio de Ciencia e Innovación (PID2020-113350GB-I00 y PID2021-122657OB-I00)
Severo Ochoa Programme for Centres of Excellence in R&D (CEX2019-000904-S)
FEDER-Andalucía 2014-2020 (UAL2020-AGR-B1783)
Severo Ochoa Programme for Centres of Excellence in R&D (CEX2019-000904-S)
FEDER-Andalucía 2014-2020 (UAL2020-AGR-B1783)
Propietario de los Derechos
© 2023 The Authors
Idioma
eng
Tipo de versión
info:eu-repo/semantics/publishedVersion
Derechos
openAccess
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