On the estimation of Spearman's rho and related tests of independence for possibly discontinuous multivariate data

DOI10.1016/j.jmva.2013.02.007zbMath1359.62210MaRDI QIDQ391603

Christian Genest, Bruno Rémillard, Johanna G. Nešlehová

Publication date: 10 January 2014

Published in: Journal of Multivariate Analysis (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/j.jmva.2013.02.007

zbMATH Keywords

ties; asymptotic variance; \(U\)-statistic; Spearman's rho; checkerboard copula; dependogram; multilinear extension copula; rank-based inference

Mathematics Subject Classification ID

62G10: Nonparametric hypothesis testing

62E20: Asymptotic distribution theory in statistics

62H15: Hypothesis testing in multivariate analysis

62H20: Measures of association (correlation, canonical correlation, etc.)

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