A generalization of Kendall's tau and the asymptotic efficiency of the corresponding independence test.

DOI10.1007/BF02673638zbMath1163.62333OpenAlexW2040540322MaRDI QIDQ1575995

Natalia Stepanova, Yakov Yu. Nikitin

Publication date: 24 August 2000

Published in: Journal of Mathematical Sciences (New York) (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1007/bf02673638

Mathematics Subject Classification ID

Nonparametric hypothesis testing (62G10) Asymptotic properties of nonparametric inference (62G20) Measures of association (correlation, canonical correlation, etc.) (62H20)

Related Items (1)

Tests of Multivariate Independence for Ordinal Data

Cites Work

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• Correlation structure in iterated Farlie-Gumbel-Morgenstern distributions
• The performance of some correlation coefficients for a general bivariate distribution
• Competitors of the Kendall-tau test for testing independence against positive quadrant dependence
• A Continuous Bivariate Exponential Extension
• On some generalized farlie-gumbel-morgenstern distributions
• On some generalized farlie-gumbel-morgenstern distributions-II regression, correlation and further generalizations
• Correlation structure in Farlie-Gumbel-Morgenstern distributions
• A generalized bivariate exponential distribution
• Stochastic Comparison of Tests
• A NEW MEASURE OF RANK CORRELATION

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