On the asymptotic distribution of a general measure of monotone dependence

DOI10.1214/aos/1032526975zbMath0862.62014OpenAlexW2018587761MaRDI QIDQ1816991

Eugenio Regazzini, Donato Michele Cifarelli, Pier Luigi Conti

Publication date: 1 December 1996

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

Full work available at URL: https://doi.org/10.1214/aos/1032526975

zbMATH Keywords

confidence intervalsasymptotic normalityempirical processesfunctional limit theorem\(U\)-statisticsbivariate distributionsmonotone dependenceSpearman's rank correlation coefficientestimation of asymptotic varianceGini's index of cograduationhypothesis of lack of associationlack of association

Mathematics Subject Classification ID

Nonparametric hypothesis testing (62G10) Asymptotic distribution theory in statistics (62E20) Measures of association (correlation, canonical correlation, etc.) (62H20)

Related Items (15)

Quantile spectral processes: asymptotic analysis and inference ⋮ Functional treatment of asymmetric copulas ⋮ Mutual association measures ⋮ On the exact region determined by Spearman's rho and Spearman's footrule ⋮ Quantifying directed dependence via dimension reduction ⋮ Copula modeling from Abe Sklar to the present day ⋮ A test of concordance based on Gini's mean difference ⋮ A new rank correlation measure ⋮ Gini's criticisms to the theory of inference: a missed opportunity ⋮ On the estimation of the distribution function of a finite population under high entropy sampling designs, with applications ⋮ On quadratic functionals of the Brownian sheet and related processes ⋮ Spearman's footrule and Gini's gamma: a review with complements ⋮ Copula-based dependence measures ⋮ Some maximum-indifference estimators for the slope of a univariate linear model ⋮ Reflection invariant copulas

Cites Work

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• On Some Convergence Properties of UStatistics
• Inequalities for E k(X, Y) when the marginals are fixed
• On Weak Convergence of Stochastic Processes with Multidimensional Time Parameter
• A Class of Statistics with Asymptotically Normal Distribution

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