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

DOI10.1016/j.jmva.2013.02.007zbMath1359.62210OpenAlexW2002855353MaRDI QIDQ391603

Johanna G. Nešlehová, Bruno Rémillard, Christian Genest

Publication date: 10 January 2014

Published in: Journal of Multivariate Analysis (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/j.jmva.2013.02.007

zbMATH Keywords

tiesasymptotic variance\(U\)-statisticSpearman's rhocheckerboard copuladependogrammultilinear extension copularank-based inference

Mathematics Subject Classification ID

Nonparametric hypothesis testing (62G10) Asymptotic distribution theory in statistics (62E20) Hypothesis testing in multivariate analysis (62H15) Measures of association (correlation, canonical correlation, etc.) (62H20)

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