On the estimation of Spearman's rho and related tests of independence for possibly discontinuous multivariate data

DOI10.1016/J.JMVA.2013.02.007zbMath1359.62210OpenAlexW2002855353MaRDI QIDQ391603

Johanna G. Nešlehová, Bruno Rémillard, Christian Genest

Publication date: 10 January 2014

Published in: Journal of Multivariate Analysis (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/j.jmva.2013.02.007

zbMATH Keywords

tiesasymptotic variance\(U\)-statisticSpearman's rhocheckerboard copuladependogrammultilinear extension copularank-based inference

Mathematics Subject Classification ID

Nonparametric hypothesis testing (62G10) Asymptotic distribution theory in statistics (62E20) Hypothesis testing in multivariate analysis (62H15) Measures of association (correlation, canonical correlation, etc.) (62H20)

Related Items (11)

Group-wise semiparametric modeling: a SCSE approach ⋮ Bounds on multivariate Kendall's tau and Spearman's rho for zero-inflated continuous variables and their application to insurance ⋮ On the empirical multilinear copula process for count data ⋮ Copula versions of distance multivariance and dHSIC via the distributional transform – a general approach to construct invariant dependence measures ⋮ Copula modeling from Abe Sklar to the present day ⋮ Testing Asymmetry in Dependence with Copula-Coskewness ⋮ Measure of asymmetric association for ordinal contingency tables via the bilinear extension copula ⋮ Asymptotic behavior of the empirical multilinear copula process under broad conditions ⋮ Copula-based dependence measures ⋮ Modelling count data via copulas ⋮ The weighted rank correlation coefficient \(r_{W2}\) in the case of ties

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