Asymptotic theory for measures of concordance with special reference to average Kendall tau

DOI10.1214/aos/1176345992zbMath0523.62047OpenAlexW2018694992MaRDI QIDQ1056489

Paul D. Feigin, Paul Cabilio, Mayer Alvo

Publication date: 1982

Published in: The Annals of Statistics (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1214/aos/1176345992

zbMATH Keywords

comparisonsrank correlationsSanov theoremmeasures of concordanceFriedman testprobabilities of large deviationsaverage Kendall tauaverage Spearman rhoBahadur efficienciesKendall Wn rankingsnull model of complete randomnessnull-hypothesis of no preferencequadratic forms of normal random variablesweighted sum of chi squared variables

Mathematics Subject Classification ID

Asymptotic properties of parametric estimators (62F12) Nonparametric hypothesis testing (62G10) Asymptotic distribution theory in statistics (62E20) Asymptotic properties of nonparametric inference (62G20) Exact distribution theory in statistics (62E15)

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