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.
引用
收藏
页码：29 / 40
页数：12
相关论文
共 50 条
  • [31] Testing the constancy of Spearman's rho in multivariate time series
    Kojadinovic, Ivan
    Quessy, Jean-Francois
    Rohmer, Tom
    ANNALS OF THE INSTITUTE OF STATISTICAL MATHEMATICS, 2016, 68 (05) : 929 - 954
  • [32] Testing the constancy of Spearman’s rho in multivariate time series
    Ivan Kojadinovic
    Jean-François Quessy
    Tom Rohmer
    Annals of the Institute of Statistical Mathematics, 2016, 68 : 929 - 954
  • [33] An Application of Spearman's Rho in Blind Deconvolution of Seismic Data
    Wang, Rongrong
    Xu, Fei
    Zhou, Xiaobo
    PROCEEDINGS OF THE 2016 INTERNATIONAL CONFERENCE ON EDUCATION, MANAGEMENT AND COMPUTER SCIENCE (ICEMC 2016), 2016, 129 : 920 - 925
  • [34] Nonparametric and Semiparametric Group Sequential Methods for Comparing Accuracy of Diagnostic Tests
    Tang, Liansheng
    Emerson, Scott S.
    Zhou, Xiao-Hua
    BIOMETRICS, 2008, 64 (04) : 1137 - 1145
  • [35] Analysis and prediction of rainfall trends over Bangladesh using Mann–Kendall, Spearman’s rho tests and ARIMA model
    Mohammad Atiqur Rahman
    Lou Yunsheng
    Nahid Sultana
    Meteorology and Atmospheric Physics, 2017, 129 : 409 - 424
  • [36] Trend Analysis in Reference Evapotranspiration Using Mann-Kendall and Spearman's Rho Tests in Arid Regions of Iran
    Shadmani, Mojtaba
    Marofi, Safar
    Roknian, Majid
    WATER RESOURCES MANAGEMENT, 2012, 26 (01) : 211 - 224
  • [37] Smooth extensions of Pearsons's product moment correlation and Spearman's rho
    Rayner, JCW
    Best, DJ
    STATISTICS & PROBABILITY LETTERS, 1996, 30 (02) : 171 - 177
  • [38] Trend Analysis in Reference Evapotranspiration Using Mann-Kendall and Spearman’s Rho Tests in Arid Regions of Iran
    Mojtaba Shadmani
    Safar Marofi
    Majid Roknian
    Water Resources Management, 2012, 26 : 211 - 224
  • [39] Nonparametric bootstrap tests for neglected nonlinearity in time series regression models
    Lee, TH
    Ullah, A
    JOURNAL OF NONPARAMETRIC STATISTICS, 2001, 13 (03) : 425 - 451
  • [40] Empirical size, coverage, and power of confidence intervals for Spearman's rho
    Caruso, JC
    Cliff, N
    EDUCATIONAL AND PSYCHOLOGICAL MEASUREMENT, 1997, 57 (04) : 637 - 654
12345