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Asymptotic Properties of Spearman's Rank Correlation for Variables with Finite Support

Ornstein, Petra ; Lyhagen, Johan Peddada, Shyamal D

PloS one, 2016, Vol.11 (1), p.e0145595-e0145595 [Periódico revisado por pares]

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Título:
Asymptotic Properties of Spearman's Rank Correlation for Variables with Finite Support
Autor: Ornstein, Petra ; Lyhagen, Johan
Peddada, Shyamal D
Assuntos: Algorithms ; Asymptotic properties ; Computer Simulation ; Correlation ; Economic models ; Humans ; Hypotheses ; Lung - physiology ; Models, Statistical ; Monte Carlo Method ; Monte Carlo simulation ; Multivariate Analysis ; Normal Distribution ; Population ; Probability ; Reproducibility of Results ; Smoking - physiopathology ; Statistics ; Statistics, Nonparametric ; Statistik ; Variance
É parte de: PloS one, 2016, Vol.11 (1), p.e0145595-e0145595
Notas: ObjectType-Article-1
SourceType-Scholarly Journals-1
ObjectType-Feature-2
content type line 23
Wrote the paper: PO. Developed the study concept: JL. Proved the theorem: PO.
Competing Interests: The authors have declared that no competing interests exist.
Descrição: 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 irrespectively of dependence, and derive the asymptotic variance. A small simulation study indicates that the asymptotic properties are of practical importance.
Editor: United States: Public Library of Science
Idioma: Inglês

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