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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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