Multivariate extensions of Spearman's rho and related statistics

descriptionPublicationkeyboard_double_arrow_right Article 01 Feb 2007 English Publisher:Elsevier BVJournal:Statistics & Probability Letters, volume 77, pages 407-416 (issn: 0167-7152,

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Authors: Schmid, Friedrich; Schmidt, Rafael;

doi: 10.1016/j.spl.2006.08.007

Multivariate extensions of Spearman's rho and related statistics

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Abstract

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Related Organizations

University of Cologne
Germany

Keywords

empirical copula, multivariate measure of association, Measures of association (correlation, canonical correlation, etc.), nonparametric bootstrap, Asymptotic properties of nonparametric inference, Exchangeability for stochastic processes, copula, weak convergence, Nonparametric estimation, asymptotic variance

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