Theoretical efficiency comparisons of independence tests based on multivariate versions of Spearman's rho
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Publication:745523
DOI10.1007/S00184-008-0194-3zbMATH Open1433.62147OpenAlexW1975025137MaRDI QIDQ745523FDOQ745523
Authors: 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
Recommendations
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Cites Work
- Weak convergence and empirical processes. With applications to statistics
- An introduction to copulas. Properties and applications
- Weak convergence of empirical copula processes
- Title not available (Why is that?)
- Distribution Free Tests of Independence Based on the Sample Distribution Function
- Title not available (Why is that?)
- Tests of independence and randomness based on the empirical copula process
- A multivariate nonparametric test of independence
- Title not available (Why is that?)
- Semiparametric estimation in copula models
- A Class of Statistics with Asymptotically Normal Distribution
- Multivariate extensions of Spearman's rho and related statistics
- An asymptotic decomposition for multivariate distribution-free tests of independence
- Multivariate concordance
- Title not available (Why is that?)
- Title not available (Why is that?)
- Asymptotic local efficiency of Cramér\,-\,von Mises tests for multivariate independence
- Title not available (Why is that?)
- Multivariate Nonparametric Tests of Independence
- A Nonparametric Test of Independence Between Two Vectors
- A nonparametric test of serial independence for time series and residuals
- Local efficiency of a Cramér\,-\,von Mises test of 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
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
- Nonparametric estimation of the multivariate Spearman's footrule: a further discussion
- Asymptotic local efficiency of Cramér\,-\,von Mises tests for multivariate independence
- 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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