On the estimation of Spearman's rho and related tests of independence for possibly discontinuous multivariate data

Christian Genest, Johanna Neslehová, Bruno Rémillard. On the estimation of Spearman's rho and related tests of independence for possibly discontinuous multivariate data. J. Multivariate Analysis, 117:214-228, 2013. [doi]

Abstract

Abstract is missing.