Computing the nonnull asymptotic variance and the asymptotic relative efficiency of Spearman's rank correlation (Q1603896)

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scientific article; zbMATH DE number 1768057
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    Computing the nonnull asymptotic variance and the asymptotic relative efficiency of Spearman's rank correlation
    scientific article; zbMATH DE number 1768057

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      Computing the nonnull asymptotic variance and the asymptotic relative efficiency of Spearman's rank correlation (English)
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      15 July 2002
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      asymptotic relative efficiency
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      asymptotic variance
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      empirical distribution functions
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      Fisher's transformation
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      simulations
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      Spearman's rank correlation
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