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

Jean-François Quessy ()

Metrika: International Journal for Theoretical and Applied Statistics, 2009, vol. 70, issue 3, 315-338

Keywords: Spearman’s rho; Empirical copula process; Contiguous sequences (search for similar items in EconPapers)
Date: 2009
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Citations: View citations in EconPapers (6)

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DOI: 10.1007/s00184-008-0194-3

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