Multivariate extensions of Spearman's rho and related statistics (Q876985)

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scientific article; zbMATH DE number 5144926
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    Multivariate extensions of Spearman's rho and related statistics
    scientific article; zbMATH DE number 5144926

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      Multivariate extensions of Spearman's rho and related statistics (English)
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      19 April 2007
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      multivariate measure of association
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      copula
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      empirical copula
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      weak convergence
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      asymptotic variance
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      nonparametric bootstrap
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