A measure of association based on gini’s mean difference

Edna Schechtman; Shlomo Yitzhaki

doi:10.1080/03610928708829359

A measure of association based on gini’s mean difference

Edna Schechtman, Shlomo Yitzhaki

Research output: Contribution to journal › Article › peer-review

114 Scopus citations

Abstract

A measure of association between two random variables is proposed, which represents a compromise between the classical correlation coefficient and the rank correlation coefficient. The new measure is based on the covariance between two variables where one variable is taken in its variate values while the other is ranked. The large sample distribution of this measure is studied and some possible applications in economics are mentioned, particularly its usefulness in decompositions of the Gini Coefficient, according to income sources.

Original language	English
Pages (from-to)	207-231
Number of pages	25
Journal	Communications in Statistics - Theory and Methods
Volume	16
Issue number	1
DOIs	https://doi.org/10.1080/03610928708829359
State	Published - 1 Jan 1987
Externally published	Yes

Keywords

Gini coefficient
asymptotically distribution - free test
consistent estimation
correlation coefficient
u- statistics

ASJC Scopus subject areas

Statistics and Probability

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10.1080/03610928708829359

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KW - consistent estimation

KW - correlation coefficient

KW - u- statistics

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A measure of association based on gini’s mean difference

Abstract

Keywords

ASJC Scopus subject areas

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