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Your search keyword '"Weak convergence"' showing total 1 results
Start Over Descriptor "Weak convergence" Topic asymptotic variance Topic estimation theory Publication Year Range Last 50 years Journal statistics & probability letters

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1 results on '"Weak convergence"'

1. Multivariate extensions of Spearman's rho and related statistics

Author

Schmid, Friedrich and Schmidt, Rafael

Subjects
*MULTIVARIATE analysis, *STATISTICS, *COPULA functions, *ESTIMATION theory
Abstract

Abstract: Multivariate measures of association are considered which, in the bivariate case, coincide with the population version of Spearman''s rho. For these measures, nonparametric estimators are introduced via the empirical copula. Their asymptotic normality is established under rather weak assumptions concerning the copula. The asymptotic variances are explicitly calculated for some copulas of simple structure. For general copulas, a nonparametric bootstrap is established. [Copyright &y& Elsevier]

Published
2007
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