NEW SEMIPARAMETRIC AND NONPARAMETRIC BOOTSTRAP TESTS FOR SPEARMAN'S RHO

被引：0
|
作者：
Allison, J. S. [1 ]
Swanepoel, J. W. H. [1 ]
机构：
[1] North West Univ, Potchefstroom, South Africa
来源：
SOUTH AFRICAN STATISTICAL JOURNAL | 2011年 / 45卷 / 01期
基金：
新加坡国家研究基金会;
关键词：
Bootstrap; copula; Spearman's rho;
D O I：
暂无
中图分类号：
O21 [概率论与数理统计]; C8 [统计学];
学科分类号：
020208 ; 070103 ; 0714 ;
摘要：
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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页码：29 / 40
页数：12
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