Theoretical efficiency comparisons of independence tests based on multivariate versions of Spearman's rho

DOI10.1007/s00184-008-0194-3zbMath1433.62147OpenAlexW1975025137MaRDI QIDQ745523

Jean-François Quessy

Publication date: 14 October 2015

Published in: Metrika (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1007/s00184-008-0194-3

zbMATH Keywords

Spearman's rhoempirical copula processcontiguous sequences

Mathematics Subject Classification ID

Hypothesis testing in multivariate analysis (62H15) Measures of association (correlation, canonical correlation, etc.) (62H20)

Related Items (7)

A fluctuation test for constant Spearman's rho with nuisance-free limit distribution ⋮ An extremal problem with applications to the problem of testing multivariate independence ⋮ Testing the constancy of Spearman's rho in multivariate time series ⋮ On testing equality of pairwise rank correlations in a multivariate random vector ⋮ On the estimation of Spearman's rho and related tests of independence for possibly discontinuous multivariate data ⋮ Local dependence test between random vectors based on the robust conditional Spearman's \(\rho\) and Kendall's \(\tau\) ⋮ Measuring and testing interdependence among random vectors based on Spearman's \(\rho\) and Kendall's \(\tau\)

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