On blest's measure of rank correlation

DOI10.2307/3315902zbMath1035.62058OpenAlexW2048245747MaRDI QIDQ4457768

Christian Genest, Jean-François Plante

Publication date: 25 March 2004

Published in: Canadian Journal of Statistics (Search for Journal in Brave)

Full work available at URL: https://semanticscholar.org/paper/a7cf6d4af0848d40dc1b0280829416d6a2a88978

Mathematics Subject Classification ID

Nonparametric hypothesis testing (62G10) Asymptotic distribution theory in statistics (62E20) Asymptotic properties of nonparametric inference (62G20) Measures of association (correlation, canonical correlation, etc.) (62H20)

Related Items (20)

A bivariate generalized linear exponential distribution: properties and estimation ⋮ On the size of the class of bivariate extreme-value copulas with a fixed value of Spearman's rho or Kendall's tau ⋮ Rank correlation under categorical confounding ⋮ A new class of copulas having dependence range larger than FGM-type copulas ⋮ A comparison between TOPSIS and SAW methods ⋮ Tests of independence and randomness for arbitrary data using copula-based covariances ⋮ Copula modeling from Abe Sklar to the present day ⋮ Measuring reproducibility of high-throughput experiments ⋮ On the copula correlation ratio and its generalization ⋮ New weighted rank correlation coefficients sensitive to agreement on top and bottom rankings ⋮ COMPARING THE SMALL-SAMPLE ESTIMATION ERROR OF CONCEPTUALLY DIFFERENT RISK MEASURES ⋮ Graphical tests of independence for general distributions ⋮ Sharper asset ranking from total drawdown durations ⋮ Bivariate dependence measures and bivariate competing risks models under the generalized FGM copula ⋮ Locally most powerful rank tests of independence for copula models ⋮ ASYMPTOTIC EFFICIENCY OF THE BLEST-TYPE TESTS FOR INDEPENDENCE ⋮ Various measures of dependence of a new asymmetric generalized Farlie–Gumbel–Morgenstern copulas ⋮ Copulas: A Review and Recent Developments ⋮ A class of weighted rank correlation measures ⋮ Local efficiency of a Cramér\,-\,von Mises test of independence

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