Browsing by Subject "Spearman's rho"
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New semiparametric and nonparametric bootstrap tests for Spearman's rho
(SASA, 2011)In this paper we propose two bootstrap-based tests for Spearman's rho. The first is a semiparametric test based on copulas, while the second is a nonparametric test. The efficiency of the tests are investigated by means ...