Locally most powerful rank tests of independence for copula models

Journal of Nonparametric Statistics

Volumn 17, Issue 5, 2005, Pages 521-539

  Genest, Christian ^a   Verret, François ^b  

^a UNIVERSITÉ LAVAL   (Canada)

^b STATISTICS CANADA   (Canada)

Author keywords

Asymptotic relative efficiency; Blest's coefficient; Copula; Dependence; Kendall's tau; Log rank test; Pearson's correlation; Power; Savage statistic; Spearman's rho; Test of independence; Van der Waerden statistic

Indexed keywords

EID: 20444467380     PISSN: 10485252     EISSN: None     Source Type: Journal    
DOI: 10.1080/10485250500038926     Document Type: Article

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