Theoretical efficiency comparisons of independence tests based on multivariate versions of Spearman's rho
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Cites work
- scientific article; zbMATH DE number 4039032 (Why is no real title available?)
- scientific article; zbMATH DE number 3656971 (Why is no real title available?)
- scientific article; zbMATH DE number 3757528 (Why is no real title available?)
- scientific article; zbMATH DE number 47948 (Why is no real title available?)
- scientific article; zbMATH DE number 1134711 (Why is no real title available?)
- scientific article; zbMATH DE number 3258670 (Why is no real title available?)
- A Class of Statistics with Asymptotically Normal Distribution
- A Nonparametric Test of Independence Between Two Vectors
- A multivariate nonparametric test of independence
- A nonparametric test of serial independence for time series and residuals
- An asymptotic decomposition for multivariate distribution-free tests of independence
- An introduction to copulas. Properties and applications
- Asymptotic local efficiency of Cramér\,-\,von Mises tests for multivariate independence
- Asymptotic normality of multivariate linear rank statistics in the non- i.i.d. case
- Bahadur efficiency and local asymptotic optimality of certain nonparametric tests for independence
- Distribution Free Tests of Independence Based on the Sample Distribution Function
- Local efficiency of a Cramér\,-\,von Mises test of independence
- Multivariate Nonparametric Tests of Independence
- Multivariate concordance
- Multivariate extensions of Spearman's rho and related statistics
- Semiparametric estimation in copula models
- Tests of independence and randomness based on the empirical copula process
- Weak convergence and empirical processes. With applications to statistics
- Weak convergence of empirical copula processes
Cited in
(14)- A fluctuation test for constant Spearman's rho with nuisance-free limit distribution
- A note on nonparametric estimation of copula-based multivariate extensions of Spearman's rho
- Asymptotic local efficiency of Cramér\,-\,von Mises tests for multivariate independence
- Nonparametric estimation of the multivariate Spearman's footrule: a further discussion
- Measuring and testing interdependence among random vectors based on Spearman's \(\rho\) and Kendall's \(\tau\)
- Local dependence test between random vectors based on the robust conditional Spearman's \(\rho\) and Kendall's \(\tau\)
- Testing the constancy of Spearman's rho in multivariate time series
- Consistent Estimation of Multiple Breakpoints in Dependence Measures
- The asymptotic efficacies and relative efficiencies of various linear rank tests for independence
- Generalized simulated method-of-moments estimators for multivariate copulas
- Asymptotic efficiency of independence tests based on gini's rank association coefficient, spearman's footrule and their generalizations
- On the estimation of Spearman's rho and related tests of independence for possibly discontinuous multivariate data
- On testing equality of pairwise rank correlations in a multivariate random vector
- An extremal problem with applications to the problem of testing multivariate independence
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