Schmid, Friedrich; Schmidt, Rafael - In: Statistics & Probability Letters 77 (2007) 4, pp. 407-416
Multivariate measures of association are considered which, in the bivariate case, coincide with the population version of Spearman's rho. For these measures, nonparametric estimators are introduced via the empirical copula. Their asymptotic normality is established under rather weak assumptions...