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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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Detalhes bibliográficos
Publicado no:PLoS One
Main Authors: Ornstein, Petra, Lyhagen, Johan
Formato: Artigo
Idioma:Inglês
Publicado em: Public Library of Science 2016
Assuntos:
Acesso em linha: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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