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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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Pubblicato in:PLoS One
Autori principali: Ornstein, Petra, Lyhagen, Johan
Natura: Artigo
Lingua:Inglês
Pubblicazione: Public Library of Science 2016
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Accesso online: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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