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stat.ME2018
A rank-based Cramér-von-Mises-type test for two samples
Jamye Curry, Xin Dang, Hailin Sang
We study a rank based univariate two-sample distribution-free test. The test statistic is the difference between the average of between-group rank distances and the average of with…
stat.ME2016
Symmetric Gini Covariance and Correlation
Yongli Sang, Xin Dang, Hailin Sang
Standard Gini covariance and Gini correlation play important roles in measuring the dependence of random variables with heavy tails. However, the asymmetry brings a substantial dif…