Computing the nonnull asymptotic variance and the asymptotic relative efficiency of Spearman's rank correlation

Computational Statistics and Data Analysis

Volumn 39, Issue 3, 2002, Pages 271-286

  Borkowf, Craig B ^a  

^a NATIONAL CANCER INSTITUTE   (United States)

Author keywords

Asymptotic relative efficiency; Asymptotic variance; Empirical distribution function; Fisher's z transformation; Nonparametric; Simulation; Spearman's rank correlation

Indexed keywords

ASYMPTOTIC STABILITY; PROBABILITY DISTRIBUTIONS;

CONFIDENCE INTERVALS;

CORRELATION METHODS;

NUMERICAL METHOD;

EID: 0037188319     PISSN: 01679473     EISSN: None     Source Type: Journal    
DOI: 10.1016/S0167-9473(01)00081-0     Document Type: Article

References (16)

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11. The proof and measurement of association between two things
12. Footrule' for measuring correlation