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Cumulant generating function and tail probability approximations for Kendall's score with tied rankings - MaRDI portal

Cumulant generating function and tail probability approximations for Kendall's score with tied rankings (Q1895350)

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scientific article; zbMATH DE number 786207
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English
Cumulant generating function and tail probability approximations for Kendall's score with tied rankings
scientific article; zbMATH DE number 786207

    Statements

    Cumulant generating function and tail probability approximations for Kendall's score with tied rankings (English)
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    18 October 1995
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    null distribution of Kendall's \(S\)-statistic
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    significance testing
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    Edgeworth approximation
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    hypergeometric distribution
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    Kendall's rank correlation with ties in both rankings
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    Pearson curve approximations
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    cumulant generating function
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    asymptotic normality
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    standardized score
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    third cumulant
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    fourth cumulant
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    tied rankings
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    Pearson type I curve
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    normal approximation
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