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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...
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| Publié dans: | PLoS One |
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| Auteurs principaux: | , |
| Format: | Artigo |
| Langue: | Inglês |
| Publié: |
Public Library of Science
2016
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| Sujets: | |
| Accès en ligne: | https://ncbi.nlm.nih.gov/pmc/articles/PMC4701424/ https://ncbi.nlm.nih.gov/pubmed/26730491 https://ncbi.nlm.nih.govhttp://dx.doi.org/10.1371/journal.pone.0145595 |
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