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

Author:

Borkowf Craig B.

Publisher

Elsevier BV

Subject

Applied Mathematics,Computational Theory and Mathematics,Computational Mathematics,Statistics and Probability

Reference16 articles.

1. Aptech Systems, Inc., 1997. GAUSS Mathematical and Statistical System. Aptech Systems, Inc., Maple Valley, Washington.

2. Discrete Multivariate Analysis;Bishop,1975

3. Analyzing bivariate continuous data grouped into categories defined by empirical quantiles of the marginal distributions;Borkowf;Biometrics,1997

4. A new method for approximating the asymptotic variance of Spearman's rank correlation;Borkowf;Statist. Sinica,1999

5. A new nonparametric method for variance estimation and confidence interval construction for Spearman's rank correlation;Borkowf;Comput. Statist. Data Anal.,2000

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