On asymptotic efficiency of multivariate version of Spearman’s rho
نویسندگان
چکیده
A multivariate version of Spearman’s rho for testing independence is considered. Its asymptotic efficiency is calculated under a general distribution model specified by the dependence function. The efficiency comparison study that involves other multivariate Spearmantype test statistics is made. Conditions for Pitman optimality of the test are established. Examples that illustrate the quality of the multivariate Spearman’s test are included.
منابع مشابه
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تاریخ انتشار 2009