Pages that link to "Item:Q1258577"
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The following pages link to Asymptotic normality of multivariate linear rank statistics in the non- i.i.d. case (Q1258577):
Displaying 15 items.
- Theoretical efficiency comparisons of independence tests based on multivariate versions of Spearman's rho (Q745523) (← links)
- Nonparametric inference on multivariate versions of Blomqvist's beta and related measures of tail dependence (Q745540) (← links)
- Multivariate extensions of Spearman's rho and related statistics (Q876985) (← links)
- Multivariate conditional versions of Spearman's rho and related measures of tail dependence (Q997002) (← links)
- Weak convergence of multidimensional rank statistics under \(\phi\)-mixing conditions (Q1110175) (← links)
- Central limit theorems under alternatives for a broad class of nonparametric statistics (Q1119305) (← links)
- Local comparison of linear rank tests, in the Bahadur sense (Q1172903) (← links)
- Some asymptotic results for a broad class of nonparametric statistics (Q1200622) (← links)
- Weak invariance of the multidimensional rank statistic with unbounded scores for nonstationary absolutely regular processes (Q1200623) (← links)
- Rank statistics under dependent observations and applications to factorial designs (Q1338389) (← links)
- Conditional independence testing via weighted partial copulas (Q2101473) (← links)
- Conditional empirical copula processes and generalized measures of association (Q2106777) (← links)
- Weak convergence of the serial linear rank statistic with unbounded scores and regression constants under mixing conditions (Q2640267) (← links)
- Weak invariance of the multidimensional rank statistic for nonstationary absolutely regular processes (Q2640989) (← links)
- Measuring large comovements in financial markets (Q2873533) (← links)
