Bootstrap-based tests for two measures of association
Küçük Resim Yok
Tarih
2009
Yazarlar
Dergi Başlığı
Dergi ISSN
Cilt Başlığı
Yayıncı
Maltepe Üniversitesi
Erişim Hakkı
CC0 1.0 Universal
info:eu-repo/semantics/openAccess
info:eu-repo/semantics/openAccess
Özet
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.
Açıklama
Anahtar Kelimeler
Kaynak
International Conference of Mathematical Sciences
WoS Q Değeri
Scopus Q Değeri
Cilt
Sayı
Künye
Swanepoel, J. W. H. ve Allison, J. S. (2009). Bootstrap-based tests for two measures of association. Maltepe Üniversitesi. s. 216.
