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Multivariate rank correlations: A Gaussian field on a direct product of spheres. (English. Russian original) Zbl 1061.62534
Theory Probab. Appl. 45, No. 2, 246-257 (2000); translation from Teor. Veroyatn. Primen. 45, No. 2, 236-250 (2000).

MSC:
62H20 Measures of association (correlation, canonical correlation, etc.)
62H15 Hypothesis testing in multivariate analysis
60F05 Central limit and other weak theorems
62M40 Random fields; image analysis
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