Spearman's footrule and Gini's gamma: a review with complements

Christian Genest, Johanna Nešlehová and Noomen Ben Ghorbal

Journal of Nonparametric Statistics, 2010, vol. 22, issue 8, 937-954

Abstract: The scattered literature on Spearman's footrule and Gini's gamma is surveyed. The following topics are covered: finite-sample moments and asymptotic distribution under independence; large-sample distribution under arbitrary alternatives; asymptotic relative efficiency for testing independence; consistent asymptotic variance estimation through the jackknife; multivariate generalisations and uses. Complementary results and an extensive bibliography are provided, along with several original illustrations.

Date: 2010
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Citations: View citations in EconPapers (7)

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DOI: 10.1080/10485250903499667

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