The asymptotic normality of a rank correlation statistic based on rises

被引：4

作者：

Salama, IA

Quade, D

机构：

[1] N CAROLINA CENT UNIV,SCH BUSINESS,DURHAM,NC 27707

[2] UNIV N CAROLINA,DEPT BIOSTAT,CHAPEL HILL,NC 27599

来源：

STATISTICS & PROBABILITY LETTERS | 1997年 / 32卷 / 02期

关键词：

martingale; rank correlation; rises;

D O I：

10.1016/S0167-7152(96)00073-9

中图分类号：

O21 [概率论与数理统计]; C8 [统计学];

学科分类号：

020208 ; 070103 ; 0714 ;

摘要：

A martingale approach is used to establish the asymptotic normality of a simple new measure of rank correlation.

引用

页码：201 / 205

页数：5

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