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

DOI10.1214/AOS/1176324460zbMath0822.62037OpenAlexW2132677560MaRDI QIDQ1895350

A. Ian McLeod, Paul D. Valz, Mary E. Thompson

Publication date: 18 October 1995

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

Full work available at URL: https://doi.org/10.1214/aos/1176324460

zbMATH Keywords

asymptotic normalitynormal approximationcumulant generating functionhypergeometric distributionEdgeworth approximationsignificance testingtied rankingsfourth cumulantKendall's rank correlation with ties in both rankingsnull distribution of Kendall's \(S\)-statisticPearson curve approximationsPearson type I curvestandardized scorethird cumulant

Mathematics Subject Classification ID

Nonparametric hypothesis testing (62G10) Asymptotic distribution theory in statistics (62E20) Asymptotic properties of nonparametric inference (62G20)

Related Items (1)

The null distribution of Kendall's rank correlation statistic in the presence of ties

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