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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| English | Computing the nonnull asymptotic variance and the asymptotic relative efficiency of Spearman's rank correlation |
scientific article; zbMATH DE number 1768057 |
Statements
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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0.8303400874137878
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0.8120607733726501
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0.8009390234947205
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