Asymptotic Properties of Spearman’s Rank Correlation for Variables with Finite Support
نویسندگان
چکیده
منابع مشابه
Asymptotic Properties of Spearman’s Rank Correlation for Variables with Finite Support
The asymptotic variance and distribution of Spearman's rank correlation have previously been known only under independence. For variables with finite support, the population version of Spearman's rank correlation has been derived. Using this result, we show convergence to a normal distribution irrespectively of dependence, and derive the asymptotic variance. A small simulation study indicates t...
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ژورنال
عنوان ژورنال: PLOS ONE
سال: 2016
ISSN: 1932-6203
DOI: 10.1371/journal.pone.0145595