The Spearman footrule and a Markov chain property

An equivalent representation of the Spearman footrule is considered and a characterization in terms of a Markov chain is established. A martingale approach is thereby incorporated in the study of the asymptotic normality of the statistics.

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Year of publication:	1983
Authors:	Sen, Pranab Kumar ; Salama, Ibrahim A.
Published in:	Statistics & Probability Letters. - Elsevier, ISSN 0167-7152. - Vol. 1.1983, 6, p. 285-289
Publisher:	Elsevier
Keywords:	Asymptotic normality Markov chain martingale Spearman footrule uniform (permutational) distribution

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Type of publication:	Article
Source:	RePEc - Research Papers in Economics

Persistent link: https://www.econbiz.de/10005223432