Computing the nonnull asymptotic variance and the asymptotic relative efficiency of Spearman's rank correlation
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Publication:1603896
DOI10.1016/S0167-9473(01)00081-0zbMath0990.62042MaRDI QIDQ1603896
Publication date: 15 July 2002
Published in: Computational Statistics and Data Analysis (Search for Journal in Brave)
asymptotic relative efficiencyasymptotic varianceSpearman's rank correlationsimulationsempirical distribution functionsFisher's transformation
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Uses Software
Cites Work
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- Analyzing Bivariate Continuous Data Grouped into Categories Defined by Empirical Quantiles of Marginal Distributions
- The variance of Spearman's rho in normal samples
- Asymptotic Expansions for the Moments of the Distribution of Correlation Coefficient
- Rank correlation and product-moment correlation
- RANK AND PRODUCT-MOMENT CORRELATION
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