Cargando…
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 irres...
| Autores principales: | , |
|---|---|
| Formato: | Online Artículo Texto |
| Lenguaje: | English |
| Publicado: |
Public Library of Science
2016
|
| Materias: | |
| Acceso en línea: | https://www.ncbi.nlm.nih.gov/pmc/articles/PMC4701424/ https://www.ncbi.nlm.nih.gov/pubmed/26730491 http://dx.doi.org/10.1371/journal.pone.0145595 |