dc.contributor.author | Allison, J.S. | |
dc.contributor.author | Swanepoel, J.W.H. | |
dc.date.accessioned | 2013-01-23T10:08:10Z | |
dc.date.available | 2013-01-23T10:08:10Z | |
dc.date.issued | 2011 | |
dc.identifier.citation | 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] | en_US |
dc.identifier.issn | 0038-271X | |
dc.identifier.uri | http://hdl.handle.net/10394/7942 | |
dc.identifier.uri | https://journals.co.za/content/sasj/45/1/EJC99131 | |
dc.identifier.uri | http://hdl.handle.net/10520/EJC99131 | |
dc.description.abstract | 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. | en_US |
dc.language.iso | en | en_US |
dc.publisher | SASA | en_US |
dc.subject | Bootstrap | en_US |
dc.subject | Copula | en_US |
dc.subject | Spearman's rho | en_US |
dc.title | New semiparametric and nonparametric bootstrap tests for Spearman's rho | en_US |
dc.type | Article | en_US |
dc.contributor.researchID | 10177507 - Swanepoel, Jan Willem Hendrik | |
dc.contributor.researchID | 11985682 - Allison, James Samuel | |