An extreme-value approach for testing the equality of large U-statistic based correlation matrices (Q1740532)
From MaRDI portal
 | This is the item page for this Wikibase entity, intended for internal use and editing purposes. Please use this page instead for the normal view: An extreme-value approach for testing the equality of large U-statistic based correlation matrices |
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| default for all languages | No label defined |
||
| English | An extreme-value approach for testing the equality of large U-statistic based correlation matrices |
scientific article |
Statements
An extreme-value approach for testing the equality of large U-statistic based correlation matrices (English)
0 references
30 April 2019
0 references
extreme value type I distribution
0 references
hypothesis testing
0 references
Jackknife variance estimator
0 references
Kendall's tau
0 references
U-statistics
0 references
0 references
0 references
0 references
0 references
0 references
0 references
0 references
0 references
0.7617954015731812
0 references
0.7603716850280762
0 references
0.7591665983200073
0 references
0.7552857995033264
0 references
0.7497062087059021
0 references
