New semiparametric and nonparametric bootstrap tests for Spearman's rho
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Allison, J.S.
Swanepoel, J.W.H.
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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 of a Monte-Carlo study. It is found that they perform very satisfactorily as far as size and power are concerned.
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Allison, J.S. & Swanepoel, J.W.H. 2011. New semiparametric and nonparametric bootstrap tests for Spearman's rho. South African statistical journal, 45(1):29-40. [http://hdl.handle.net/10520/EJC99131]