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

Metrika

Volumn 70, Issue 3, 2009, Pages 315-338

  Quessy, Jean François ^a  

^a UNIVERSITÉ DU QUÉBEC À TROIS RIVIÈRES   (Canada)

Author keywords

Contiguous sequences; Empirical copula process; Spearman's rho

Indexed keywords

EID: 70349635334     PISSN: 00261335     EISSN: 1435926X     Source Type: Journal    
DOI: 10.1007/s00184-008-0194-3     Document Type: Article

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