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stat.ME2025
Asymptotic Inference for Rank Correlations
Marc-Oliver Pohle, Jan-Lukas Wermuth, Christian H. Weiß
Kendall's tau and Spearman's rho are widely used tools for measuring dependence. Surprisingly, when it comes to asymptotic inference for these rank correlations, some fundamental r…
econ.EM2025
Simultaneous Inference Bands for Autocorrelations
Uwe Hassler, Marc-Oliver Pohle, Tanja Zahn
Sample autocorrelograms typically come with significance (non-rejection) bands for the null hypothesis of no temporal correlation. These bands have three shortcomings. First, they…