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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
Auteurs principaux: Ornstein, Petra, Lyhagen, Johan
Format: Artigo
Langue:Inglês
Publié: Public Library of Science 2016
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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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