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On the estimation of Spearman's rho and related tests of independence for possibly discontinuous multivariate data - MaRDI portal

On the estimation of Spearman's rho and related tests of independence for possibly discontinuous multivariate data (Q391603)

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scientific article; zbMATH DE number 6244326
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English
On the estimation of Spearman's rho and related tests of independence for possibly discontinuous multivariate data
scientific article; zbMATH DE number 6244326

    Statements

    On the estimation of Spearman's rho and related tests of independence for possibly discontinuous multivariate data (English)
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    10 January 2014
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    asymptotic variance
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    checkerboard copula
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    dependogram
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    multilinear extension copula
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    rank-based inference
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    Spearman's rho
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    ties
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    \(U\)-statistic
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