On the estimation of Spearman's rho and related tests of independence for possibly discontinuous multivariate data (Q391603)
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scientific article; zbMATH DE number 6244326
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| English | On the estimation of Spearman's rho and related tests of independence for possibly discontinuous multivariate data |
scientific article; zbMATH DE number 6244326 |
Statements
On the estimation of Spearman's rho and related tests of independence for possibly discontinuous multivariate data (English)
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10 January 2014
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asymptotic variance
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checkerboard copula
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dependogram
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multilinear extension copula
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rank-based inference
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Spearman's rho
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ties
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\(U\)-statistic
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0.8501564264297485
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0.8417827486991882
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0.8117603063583374
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0.8105822801589966
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