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

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  • Borkowf, Craig B.

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  • Borkowf, Craig B., 2002. "Computing the nonnull asymptotic variance and the asymptotic relative efficiency of Spearman's rank correlation," Computational Statistics & Data Analysis, Elsevier, vol. 39(3), pages 271-286, May.
    • Handle: RePEc:eee:csdana:v:39:y:2002:i:3:p:271-286
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    References listed on IDEAS

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    1. Borkowf, Craig B., 2000. "A new nonparametric method for variance estimation and confidence interval construction for Spearman's rank correlation," Computational Statistics & Data Analysis, Elsevier, vol. 34(2), pages 219-241, August.
    2. Borkowf, Craig B. & Gail, Mitchell H. & Carroll, Raymond J. & Gill, Richard D., 1997. "Analyzing bivariate continuous data that have been grouped into categories defined by sample quantiles of the marginal distributions," SFB 373 Discussion Papers 1997,15, Humboldt University of Berlin, Interdisciplinary Research Project 373: Quantification and Simulation of Economic Processes.
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    Cited by:

    1. Christophe Croux & Catherine Dehon, 2008. "Robustness versus Efficiency for Nonparametric Correlation Measures," Working Papers ECARES 2008_002, ULB -- Universite Libre de Bruxelles.
    2. Christophe Croux & Catherine Dehon, 2010. "Influence functions of the Spearman and Kendall correlation measures," Statistical Methods & Applications, Springer;Società Italiana di Statistica, vol. 19(4), pages 497-515, November.
    3. Schmid, Friedrich & Schmidt, Rafael, 2007. "Multivariate extensions of Spearman's rho and related statistics," Statistics & Probability Letters, Elsevier, vol. 77(4), pages 407-416, February.
    4. Rodel, Egmar & Kossler, Wolfgang, 2004. "Linear rank tests for independence in bivariate distributions--power comparisons by simulation," Computational Statistics & Data Analysis, Elsevier, vol. 46(4), pages 645-660, July.
    5. Kojadinovic, Ivan & Yan, Jun, 2010. "Comparison of three semiparametric methods for estimating dependence parameters in copula models," Insurance: Mathematics and Economics, Elsevier, vol. 47(1), pages 52-63, August.
    6. Perreault, Samuel & Duchesne, Thierry & Nešlehová, Johanna G., 2019. "Detection of block-exchangeable structure in large-scale correlation matrices," Journal of Multivariate Analysis, Elsevier, vol. 169(C), pages 400-422.
    7. Fujita, André & Takahashi, Daniel Yasumasa & Balardin, Joana Bisol & Vidal, Maciel Calebe & Sato, João Ricardo, 2017. "Correlation between graphs with an application to brain network analysis," Computational Statistics & Data Analysis, Elsevier, vol. 109(C), pages 76-92.
    8. Denis Chetverikov & Daniel Wilhelm, 2023. "Inference for Rank-Rank Regressions," Papers 2310.15512, arXiv.org.

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