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Rank correlation estimators and their limiting distributions

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  • Wojciech Niemiro
  • Wojciech Rejchel

Abstract

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  • Wojciech Niemiro & Wojciech Rejchel, 2009. "Rank correlation estimators and their limiting distributions," Statistical Papers, Springer, vol. 50(4), pages 887-893, August.
  • Handle: RePEc:spr:stpapr:v:50:y:2009:i:4:p:887-893
    DOI: 10.1007/s00362-009-0263-3
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    References listed on IDEAS

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    1. Abrevaya, Jason, 1999. "Computation of the maximum rank correlation estimator," Economics Letters, Elsevier, vol. 62(3), pages 279-285, March.
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