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Bootstrap-based tests for two measures of association
(Maltepe Üniversitesi, 2009) Swanepoel, Jan W. H.; Allison, James S.
We propose two new bootstrap-based tests for both Spearmans rho and Kendalls tau. The first test is a semiparametric test based on copulas, while the second is a nonparametric test. The efficiency of the various 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. Some recommendations regarding the practical use of the new tests are made.