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A multivariate version of Gini's rank association coefficient

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Abstract

In this paper, we introduce a multivariate generalization of the population version of Gini's rank association coefficient, giving a response to this open question posed in [4]. We also study some properties of this version, present the corresponding results for the sample statistic, and provide several examples.

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References

  1. Gini C. (1914). L'Ammontare e la composizione della ricchezza delle nazione. Bocca, Torino.

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  2. Gould, H.W. (1972). Combinatorial Identities. Morgantown Printing and Binding Co., W. Va.

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  3. Nelsen, R.B. (1999). An Introduction to Copulas, Springer, New York.

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  4. Nelsen, R.B. (2002). Concordance and copulas: A survey. In: C. Cuadras, J. Fortiana, J.A. Rodríguez (Eds.), Distributions with Given Marginals and Statistical Modelling, Kluwer Academic Publishers, Dordrecht, pp. 169–178.

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  5. Úbeda-Flores, M. (2005). Multivariate versions of Blomqvist's beta and Spearman's footrule. Ann. Inst. Statist. Math. In press.

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Behboodian, J., Dolati, A. & Úbeda-Flores, M. A multivariate version of Gini's rank association coefficient. Statistical Papers 48, 295–304 (2007). https://doi.org/10.1007/s00362-006-0332-9

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  • DOI: https://doi.org/10.1007/s00362-006-0332-9

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