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

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 thr...

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Bibliographic Details
Main Authors: Pérez, Ana, Prieto Alaiz, Mercedes, Chamizo, Fernando, Liebscher, Eckhard, Úbeda Flores, Manuel
Format: info:eu-repo/semantics/article
Language:English
Published: 2023
Subjects:
Online Access:https://www.sciencedirect.com/science/article/pii/S016501142300057X
http://hdl.handle.net/10835/14928