Asymptotic representations for Spearman's footrule correlation coefficient
Abstract
In order to address the theoretical challenges arising from the dependence structure of ranks in Spearman's footrule correlation coefficient, we propose two asymptotic representations to approximate the distribution of this coefficient under the hypothesis of independence. The first representation simplifies the dependence structure by replacing empirical distribution functions with their population counterparts. The second representation leverages the H\'{a}jek projection technique to decompose the initial form into a sum of independent components, thereby rigorously justifying asymptotic normality. Simulation studies demonstrate the appropriateness of two proposed asymptotic representations, as well as their excellent approximation to the limiting normal distribution.
Cite
@article{arxiv.2505.01825,
title = {Asymptotic representations for Spearman's footrule correlation coefficient},
author = {Liqi Xia and Li Guan and Weimin Xu},
journal= {arXiv preprint arXiv:2505.01825},
year = {2025}
}
Comments
In the new version, we have enhanced the Introduction and added more simulation studies