Locally most powerful rank tests of independence for copula models (Q5460695)
From MaRDI portal
scientific article; zbMATH DE number 2187524
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Locally most powerful rank tests of independence for copula models |
scientific article; zbMATH DE number 2187524 |
Statements
Locally most powerful rank tests of independence for copula models (English)
0 references
18 July 2005
0 references
asymptotic relative efficiency
0 references
Blest's coefficient
0 references
copula
0 references
dependence
0 references
Kendall's tau
0 references
log-rank test
0 references
Pearson's correlation
0 references
power
0 references
Savage statistic
0 references
Spearman's rho
0 references
test of independence
0 references
van der Waerden statistic
0 references
