The finite null expectation and variance of a rank correlation measure proposed by Borroni and Zenga (2007) are considered. A formal proof of their expressions was never provided, even if some partial results were published in a technical report (Borroni, 2006), which had a limited circulation. This paper aims at filling this gap by reporting a detailed proof.

Borroni, C. (2012). Extended proof of some results concerning the finite null distribution of a rank correlation measure. ADVANCES AND APPLICATIONS IN STATISTICS, 31(2), 125-152.

Extended proof of some results concerning the finite null distribution of a rank correlation measure

BORRONI, CLAUDIO GIOVANNI
2012

Abstract

The finite null expectation and variance of a rank correlation measure proposed by Borroni and Zenga (2007) are considered. A formal proof of their expressions was never provided, even if some partial results were published in a technical report (Borroni, 2006), which had a limited circulation. This paper aims at filling this gap by reporting a detailed proof.
Articolo in rivista - Articolo scientifico
Nonparametric tests, Rank methods, Finite distributions
English
2012
31
2
125
152
none
Borroni, C. (2012). Extended proof of some results concerning the finite null distribution of a rank correlation measure. ADVANCES AND APPLICATIONS IN STATISTICS, 31(2), 125-152.
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Utilizza questo identificativo per citare o creare un link a questo documento: https://hdl.handle.net/10281/39997
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