Multivariate extensions of Spearman's rho and related statistics
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Publication:876985
DOI10.1016/j.spl.2006.08.007zbMath1108.62056OpenAlexW1981376632MaRDI QIDQ876985
Rafael Schmidt, Friedrich Schmid
Publication date: 19 April 2007
Published in: Statistics \& Probability Letters (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1016/j.spl.2006.08.007
copulaweak convergencenonparametric bootstrapasymptotic varianceempirical copulamultivariate measure of association
Asymptotic properties of nonparametric inference (62G20) Nonparametric estimation (62G05) Measures of association (correlation, canonical correlation, etc.) (62H20) Exchangeability for stochastic processes (60G09)
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Cites Work
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- Asymptotic distributions of multivariate rank order statistics
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