Multivariate Rank Correlations: A Gaussian Field on a Direct Product of Spheres

DOI10.1137/S0040585X97978208zbMath1061.62534OpenAlexW2113762229MaRDI QIDQ2752951

Yuri N. Tyurin, Vladimir I. Piterbarg

Publication date: 22 October 2001

Published in: Theory of Probability & Its Applications (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1137/s0040585x97978208

zbMATH Keywords

weak convergenceKendall's taumultivariate sample ranks

Mathematics Subject Classification ID

Random fields; image analysis (62M40) Hypothesis testing in multivariate analysis (62H15) Central limit and other weak theorems (60F05) Measures of association (correlation, canonical correlation, etc.) (62H20)

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A test for independence of two multivariate samples

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