Locally most powerful rank tests of independence for copula models (Q5460695)
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scientific article; zbMATH DE number 2187524
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Locally most powerful rank tests of independence for copula models |
scientific article; zbMATH DE number 2187524 |
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Locally most powerful rank tests of independence for copula models (English)
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18 July 2005
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asymptotic relative efficiency
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Blest's coefficient
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copula
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dependence
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Kendall's tau
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log-rank test
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Pearson's correlation
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power
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Savage statistic
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Spearman's rho
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test of independence
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van der Waerden statistic
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