2026-04-27T22:00:51Zhttps://uvadoc.uva.es/oai/request

oai:uvadoc.uva.es:10324/588252023-06-14T19:00:22Zcom_10324_1146com_10324_931com_10324_894col_10324_1262

Pérez Espartero, Ana Prieto Alaiz, María Mercedes Chamizo, Fernando Liebscher, Eckhard Úbeda Flores, Manuel 2023 Producción Científica 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. application/pdf https://uvadoc.uva.es/handle/10324/58825 eng Elsevier Economía 5308 Economía General Nonparametric estimation of the multivariate Spearman's footrule: A further discussion info:eu-repo/semantics/article TEXT UVaDOC. Repositorio Documental de la Universidad de Valladolid Hispana