A multivariate version of Gini's rank association coefficient |
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Authors: | Javad Behboodian Ali Dolati Manuel Úbeda-Flores |
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Affiliation: | 1.Department of Statistics, College of Sciences,Shiraz University,Shiraz,Iran;2.Departamento de Estadística y Matemática Aplicada,Universidad de Almería,Almería,Spain |
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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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Keywords: | Primary 62H05 Secondary 62H20 |
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