Multivariate extensions of Spearman's rho and related statistics (Q876985)
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scientific article; zbMATH DE number 5144926
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Multivariate extensions of Spearman's rho and related statistics |
scientific article; zbMATH DE number 5144926 |
Statements
Multivariate extensions of Spearman's rho and related statistics (English)
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19 April 2007
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multivariate measure of association
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copula
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empirical copula
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weak convergence
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asymptotic variance
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nonparametric bootstrap
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0.9074272
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0.88125545
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0.8740303
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0.87316984
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