Tests of Multivariate Independence for Ordinal Data

DOI10.1080/03610920802601349zbMath1177.62081OpenAlexW2057276684MaRDI QIDQ3652684

Jean-François Quessy

Publication date: 16 December 2009

Published in: Communications in Statistics - Theory and Methods (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1080/03610920802601349

zbMATH Keywords

tablesKendall's taucontiguous alternativesordinal dataSpearman's rhomultivariate Poisson distributioncopula-based discrete models

Mathematics Subject Classification ID

Nonparametric hypothesis testing (62G10) Asymptotic properties of nonparametric inference (62G20) Hypothesis testing in multivariate analysis (62H15) Measures of association (correlation, canonical correlation, etc.) (62H20)

Related Items (5)

Concordance measures for multivariate non-continuous random vectors ⋮ On the estimation of Spearman's rho and related tests of independence for possibly discontinuous multivariate data ⋮ On the empirical multilinear copula process for count data ⋮ Nonparametric estimation of copula-based measures of multivariate association from contingency tables ⋮ Modelling count data via copulas

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