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

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