The asymptotic normality of a rank correlation statistic based on rises

Ibrahim A. Salama and Dana Quade

Statistics & Probability Letters, 1997, vol. 32, issue 2, 201-205

Abstract: A martingale approach is used to establish the asymptotic normality of a simple new measure of rank correlation.

Keywords: Martingale; Rank; correlation; Rises (search for similar items in EconPapers)
Date: 1997
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