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.
File in questo prodotto:
Non ci sono file associati a questo prodotto.
I documenti in IRIS sono protetti da copyright e tutti i diritti sono riservati, salvo diversa indicazione.
