On testing equality of pairwise rank correlations in a multivariate random vector (Q604373)
From MaRDI portal
scientific article
Language | Label | Description | Also known as |
---|---|---|---|
English | On testing equality of pairwise rank correlations in a multivariate random vector |
scientific article |
Statements
On testing equality of pairwise rank correlations in a multivariate random vector (English)
0 references
10 November 2010
0 references
measure of dependence
0 references
Spearman's rho
0 references
copula
0 references
empirical copula
0 references
asymptotic test theory
0 references
nonparametric bootstrap
0 references