On blest's measure of rank correlation

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Dependence Properties of Meta-Elliptical Distributions (2005, background): “As it is actually the copulas that are being compared through - Genest and Plante (2003) , among others.”
Locally most powerful rank tests of independence for copula models (2005, methodology): “6.2 Comparison between the standard test and its nonparametric competitors under various dependence structures Figures 3 and 4 illustrate the power of the standard test based on rn compared to that of the rank procedures based on the Kendall, Savage, Spearman and van der Waerden statistics, as well ”
Copulas: A Review and Recent Developments (2006, background): “Because of space limitations, it was impossible even to comment on the difficulties with copulas associated with discrete multivariate distributions; the important aspects in copula theory related to stochastic ordering, eg, Muller and Stoyan [87] ; graphical techniques, eg, Genest and Boies [”