Nonparametric estimation of the multivariate Spearman's footrule: A further discussion

Autor:	Ana Pérez, Mercedes Prieto-Alaiz, Fernando Chamizo, Eckhard Liebscher, Manuel Úbeda-Flores
Přispěvatelé:	UAM. Departamento de Matemáticas
Jazyk:	angličtina
Rok vydání:	2023
Předmět:	Dependencia ortante Asociación multivariada Logic Matemáticas Orthant dependence Regla de pie de Spearman Pitman efficiency Economía Eficiencia pitman Copula Artificial Intelligence Concordance 5308 Economía General Multivariate association Spearman's footrule
ISSN:	2020-1133
DOI:	10.1016/j.fss.2023.02.010
Popis:	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. 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)
Databáze:	OpenAIRE
Externí odkaz:	https://explore.openaire.eu/search/publication?articleId=doi_dedup___::7bd31774684d849bffabadbd10b83bd6 https://doi.org/10.1016/j.fss.2023.02.010 Zobrazit plný text záznamu