Locally most powerful rank tests of independence for copula models (Q5460695): Difference between revisions

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Latest revision as of 13:27, 10 June 2024

scientific article; zbMATH DE number 2187524
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English
Locally most powerful rank tests of independence for copula models
scientific article; zbMATH DE number 2187524

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    Locally most powerful rank tests of independence for copula models (English)
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    18 July 2005
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    asymptotic relative efficiency
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    Blest's coefficient
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    copula
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    dependence
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    Kendall's tau
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    log-rank test
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    Pearson's correlation
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    power
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    Savage statistic
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    Spearman's rho
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    test of independence
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    van der Waerden statistic
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