Theoretical efficiency comparisons of independence tests based on multivariate versions of Spearman's rho

DOI10.1007/s00184-008-0194-3zbMath1433.62147MaRDI QIDQ745523

Jean-François Quessy

Publication date: 14 October 2015

Published in: Metrika (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1007/s00184-008-0194-3

zbMATH Keywords

Spearman's rho; empirical copula process; contiguous sequences

Mathematics Subject Classification ID

62H15: Hypothesis testing in multivariate analysis

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

Related Items

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, 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, A fluctuation test for constant Spearman's rho with nuisance-free limit distribution, Measuring and testing interdependence among random vectors based on Spearman's \(\rho\) and Kendall's \(\tau\), An extremal problem with applications to the problem of testing multivariate independence

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