On testing equality of pairwise rank correlations in a multivariate random vector
Publication:604373
DOI10.1016/j.jmva.2010.07.008zbMath1198.62053MaRDI QIDQ604373
Sandra Gaißer, Friedrich Schmid
Publication date: 10 November 2010
Published in: Journal of Multivariate Analysis (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1016/j.jmva.2010.07.008
copula; nonparametric bootstrap; empirical copula; Spearman's rho; asymptotic test theory; measure of dependence
62G10: Nonparametric hypothesis testing
62E20: Asymptotic distribution theory in statistics
62G20: Asymptotic properties of nonparametric inference
62H15: Hypothesis testing in multivariate analysis
62H20: Measures of association (correlation, canonical correlation, etc.)
62H05: Characterization and structure theory for multivariate probability distributions; copulas
62G09: Nonparametric statistical resampling methods
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