Pages that link to "Item:Q391603"

The following pages link to On the estimation of Spearman's rho and related tests of independence for possibly discontinuous multivariate data (Q391603):

Displaying 18 items.

• Copula-based dependence measures (Q141080) (← links)
• A note on nonparametric estimation of copula-based multivariate extensions of Spearman's rho (Q273774) (← links)
• Testing the constancy of Spearman's rho in multivariate time series (Q314566) (← links)
• Group-wise semiparametric modeling: a SCSE approach (Q321904) (← links)
• On the empirical multilinear copula process for count data (Q396007) (← links)
• On testing equality of pairwise rank correlations in a multivariate random vector (Q604373) (← links)
• Theoretical efficiency comparisons of independence tests based on multivariate versions of Spearman's rho (Q745523) (← 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)
• Equivalence between tie-corrected Spearman test and a chi-square test in a fourfold contingency table (Q1099537) (← links)
• Asymptotic behavior of the empirical multilinear copula process under broad conditions (Q2011519) (← links)
• Bounds on multivariate Kendall's tau and Spearman's rho for zero-inflated continuous variables and their application to insurance (Q2152252) (← links)
• Measure of asymmetric association for ordinal contingency tables via the bilinear extension copula (Q2244595) (← links)
• The weighted rank correlation coefficient \(r_{W2}\) in the case of ties (Q2344862) (← links)
• Modelling count data via copulas (Q4987237) (← links)
• Copula versions of distance multivariance and dHSIC via the distributional transform – a general approach to construct invariant dependence measures (Q5110808) (← links)
• Testing Asymmetry in Dependence with Copula-Coskewness (Q5379220) (← links)
• Copula modeling from Abe Sklar to the present day (Q6200955) (← links)