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 / Mathematics Subject Classification ID: 62H20 / rank | |||
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Property / Mathematics Subject Classification ID: 62H15 / rank | |||
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Property / Mathematics Subject Classification ID: 62E20 / rank | |||
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Property / zbMATH DE Number: 6244326 / rank | |||
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asymptotic variance | |||
Property / zbMATH Keywords: asymptotic variance / rank | |||
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checkerboard copula | |||
Property / zbMATH Keywords: checkerboard copula / rank | |||
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dependogram | |||
Property / zbMATH Keywords: dependogram / rank | |||
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multilinear extension copula | |||
Property / zbMATH Keywords: multilinear extension copula / rank | |||
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rank-based inference | |||
Property / zbMATH Keywords: rank-based inference / rank | |||
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Spearman's rho | |||
Property / zbMATH Keywords: Spearman's rho / rank | |||
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ties | |||
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\(U\)-statistic | |||
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Revision as of 15:14, 29 June 2023
scientific article
Language | Label | Description | Also known as |
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English | On the estimation of Spearman's rho and related tests of independence for possibly discontinuous multivariate data |
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Statements
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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