RT info:eu-repo/semantics/article
T1 Nonparametric estimation of the multivariate Spearman's footrule: A further discussion
A1 Pérez Espartero, Ana
A1 Prieto Alaiz, María Mercedes
A1 Chamizo, Fernando
A1 Liebscher, Eckhard
A1 Úbeda Flores, Manuel
K1 Economía
K1 Spearman's footrule
K1 Pitman efficiency
K1 Orthant dependence
K1 Multivariate association
K1 Regla de pie de Spearman
K1 Eficiencia pitman
K1 Dependencia ortante
K1 Asociación multivariada
K1 5308 Economía General
AB 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.
PB Elsevier
SN 0165-0114
YR 2023
FD 2023
LK https://uvadoc.uva.es/handle/10324/58825
UL https://uvadoc.uva.es/handle/10324/58825
LA eng
NO Fuzzy Sets and Systems, 2023, 2023, vol. 467, 108489
NO Producción Científica
DS UVaDOC
RD 18-nov-2024