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...
| Main Authors: | , , , , |
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| Format: | info:eu-repo/semantics/article |
| Language: | English |
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2023
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| Subjects: | |
| Online Access: | https://www.sciencedirect.com/science/article/pii/S016501142300057X http://hdl.handle.net/10835/14928 |
| _version_ | 1789406381799899136 |
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| author | Pérez, Ana Prieto Alaiz, Mercedes Chamizo, Fernando Liebscher, Eckhard Úbeda Flores, Manuel |
| author_facet | Pérez, Ana Prieto Alaiz, Mercedes Chamizo, Fernando Liebscher, Eckhard Úbeda Flores, Manuel |
| author_sort | Pérez, Ana |
| collection | DSpace |
| description | 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. |
| format | info:eu-repo/semantics/article |
| id | oai:repositorio.ual.es:10835-14928 |
| institution | Universidad de Cuenca |
| language | English |
| publishDate | 2023 |
| record_format | dspace |
| spelling | oai:repositorio.ual.es:10835-149282023-12-22T12:15:36Z Nonparametric estimation of the multivariate Spearman's footrule: a further discussion Pérez, Ana Prieto Alaiz, Mercedes Chamizo, Fernando Liebscher, Eckhard Úbeda Flores, Manuel Spearman’s footrule Multivariate association Concordance Copula Orthant dependence Pitman efficiency 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. 2023-12-22T12:15:36Z 2023-12-22T12:15:36Z 2023 info:eu-repo/semantics/article 0165-0114 https://www.sciencedirect.com/science/article/pii/S016501142300057X http://hdl.handle.net/10835/14928 10.1016/j.fss.2023.02.010 en Attribution-NonCommercial-NoDerivatives 4.0 Internacional http://creativecommons.org/licenses/by-nc-nd/4.0/ info:eu-repo/semantics/openAccess |
| spellingShingle | Spearman’s footrule Multivariate association Concordance Copula Orthant dependence Pitman efficiency Pérez, Ana Prieto Alaiz, Mercedes Chamizo, Fernando Liebscher, Eckhard Úbeda Flores, Manuel Nonparametric estimation of the multivariate Spearman's footrule: a further discussion |
| title | Nonparametric estimation of the multivariate Spearman's footrule: a further discussion |
| title_full | Nonparametric estimation of the multivariate Spearman's footrule: a further discussion |
| title_fullStr | Nonparametric estimation of the multivariate Spearman's footrule: a further discussion |
| title_full_unstemmed | Nonparametric estimation of the multivariate Spearman's footrule: a further discussion |
| title_short | Nonparametric estimation of the multivariate Spearman's footrule: a further discussion |
| title_sort | nonparametric estimation of the multivariate spearman's footrule: a further discussion |
| topic | Spearman’s footrule Multivariate association Concordance Copula Orthant dependence Pitman efficiency |
| url | https://www.sciencedirect.com/science/article/pii/S016501142300057X http://hdl.handle.net/10835/14928 |
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