Nonparametric estimation of the multivariate Spearman's footrule: A further discussion
نویسندگان
چکیده
In this paper, we propose two new estimators of the multivariate rank correlation coefficient Spearman's footrule which are based on general for Average Orthant Dependence measures. We compare proposals with a previous estimator existing in literature and show that three asymptotically equivalent, but, small samples, one proposed outperforms others. also analyse Pitman efficiency these indices to test independence as compared versions Kendall's tau rho.
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ژورنال
عنوان ژورنال: Fuzzy Sets and Systems
سال: 2023
ISSN: ['1872-6801', '0165-0114']
DOI: https://doi.org/10.1016/j.fss.2023.02.010