Spearman's footrule and Gini's gamma: a review with complements
Christian Genest, Johanna Nešlehová, Noomen Ben Ghorbal · Journal of nonparametric statistics · 2010
The scattered literature on Spearman's footrule and Gini's gamma is surveyed. The following topics are covered: finite-sample moments and asymptotic distribution under independence; large-sample distribution under arbitrary alternatives; asymptotic relative efficiency for testing independence; consistent asymptotic variance estimation through the jackknife; multivariate generalisations and uses. Complementary results and an extensive bibliography are provided, along with several original illustrations.