IDEAS home Printed from https://ideas.repec.org/a/eee/csdana/v39y2002i3p271-286.html
   My bibliography  Save this article

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

Author

Listed:
  • Borkowf, Craig B.

Abstract

No abstract is available for this item.

Suggested Citation

  • 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
    as

    Download full text from publisher

    File URL: http://www.sciencedirect.com/science/article/pii/S0167-9473(01)00081-0
    Download Restriction: Full text for ScienceDirect subscribers only.
    ---><---

    As the access to this document is restricted, you may want to search for a different version of it.

    References listed on IDEAS

    as
    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.
    Full references (including those not matched with items on IDEAS)

    Citations

    Citations are extracted by the CitEc Project, subscribe to its RSS feed for this item.
    as


    Cited by:

    1. 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.
    2. 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.
    3. 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.
    4. Denis Chetverikov & Daniel Wilhelm, 2023. "Inference for Rank-Rank Regressions," Papers 2310.15512, arXiv.org, revised Jul 2024.
    5. Christophe Croux & Catherine Dehon, 2008. "Robustness versus Efficiency for Nonparametric Correlation Measures," Working Papers ECARES 2008_002, ULB -- Universite Libre de Bruxelles.
    6. 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.
    7. 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.
    8. 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.

    Most related items

    These are the items that most often cite the same works as this one and are cited by the same works as this one.

      More about this item

      Statistics

      Access and download statistics

      Corrections

      All material on this site has been provided by the respective publishers and authors. You can help correct errors and omissions. When requesting a correction, please mention this item's handle: RePEc:eee:csdana:v:39:y:2002:i:3:p:271-286. See general information about how to correct material in RePEc.

      If you have authored this item and are not yet registered with RePEc, we encourage you to do it here. This allows to link your profile to this item. It also allows you to accept potential citations to this item that we are uncertain about.

      If CitEc recognized a bibliographic reference but did not link an item in RePEc to it, you can help with this form .

      If you know of missing items citing this one, you can help us creating those links by adding the relevant references in the same way as above, for each refering item. If you are a registered author of this item, you may also want to check the "citations" tab in your RePEc Author Service profile, as there may be some citations waiting for confirmation.

      For technical questions regarding this item, or to correct its authors, title, abstract, bibliographic or download information, contact: Catherine Liu (email available below). General contact details of provider: http://www.elsevier.com/locate/csda .

      Please note that corrections may take a couple of weeks to filter through the various RePEc services.

      IDEAS is a RePEc service. RePEc uses bibliographic data supplied by the respective publishers.