Algorithm AS 89: The Upper Tail Probabilities of Spearman’s Rho.
Keywords for this software
References in zbMATH (referenced in 6 articles )
Showing results 1 to 6 of 6.
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- Zovko, Ilija I.; Farmer, J.Doyne: Correlations and clustering in the trading of members of the London Stock Exchange (2007)
- van de Wiel, M.A.; Di Bucchianico, A.: Fast computation of the exact null distribution of Spearman’s $\rho$ and Page’s $L$ statistic for samples with and without ties (2001)
- Martynov, G.V.: Probabilistic-statistical programs from “Applied Statistics” (1990)