On the estimation of Spearman's rho and related tests of independence for possibly discontinuous multivariate data (Q391603): Difference between revisions

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Property / author: Christian Genest / rank
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Property / author: Bruno Rémillard / rank
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Property / full work available at URL: https://doi.org/10.1016/j.jmva.2013.02.007 / rank
 
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Latest revision as of 05:52, 7 July 2024

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On the estimation of Spearman's rho and related tests of independence for possibly discontinuous multivariate data
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    On the estimation of Spearman's rho and related tests of independence for possibly discontinuous multivariate data (English)
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    10 January 2014
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    asymptotic variance
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    checkerboard copula
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    dependogram
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    multilinear extension copula
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    rank-based inference
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    Spearman's rho
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    ties
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    \(U\)-statistic
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