On the limiting Pitman efficiency of some rank tests of independence

DOI10.1016/0047-259X(86)90082-5zbMath0615.62053OpenAlexW2048578891MaRDI QIDQ1820528

Teresa Ledwina

Publication date: 1986

Published in: Journal of Multivariate Analysis (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/0047-259x(86)90082-5

zbMATH Keywords

rank testsKendall's tauBahadur efficiencySpearman's rhostandard sequencepositive quadrant dependencetesting independenceKiefer-Wolfowitz theoremlimiting Pitman efficiencyWieand's theorem

Mathematics Subject Classification ID

Nonparametric hypothesis testing (62G10) Asymptotic properties of nonparametric inference (62G20) Hypothesis testing in multivariate analysis (62H15)

Related Items (5)

Intermediate efficiency in nonparametric testing problems with an application to some weighted statistics ⋮ Local Bahadur optimality of some rank tests of independence ⋮ Exact detection thresholds and minimax optimality of Chatterjee's correlation coefficient ⋮ A generalization of Kendall's tau and the asymptotic efficiency of the corresponding independence test. ⋮ Asymptotic efficiency of independence tests based on gini's rank association coefficient, spearman's footrule and their generalizations

Cites Work

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• Local Bahadur efficiency of rank tests for the independence problem
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• Monotonic dependence functions of bivariate distributions
• Multivariate nonparametric tests for independence
• On the Deviations of the Empiric Distribution Function of Vector Chance Variables
• The performance of some correlation coefficients for a general bivariate distribution
• Some properties of chosen grade parameters and their eanfe counterparts
• A Class of Nonparametric Tests for Independence in Bivariate Populations
• Some Concepts of Dependence
• A Multivariate Exponential Distribution
• Stochastic Comparison of Tests

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