Testing Kendall's τ for a large class of dependent sequences

DOI10.1080/02331888.2020.1775596zbMath1448.62053OpenAlexW3033317384MaRDI QIDQ5119171

Sinda Ammous

Publication date: 3 September 2020

Published in: Statistics (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1080/02331888.2020.1775596

zbMATH Keywords

Markov chainshypothesis testingKendall's tau\(U\)-statistics\(\beta\)-mixing sequencesbivariate dependent sequences

Mathematics Subject Classification ID

Nonparametric hypothesis testing (62G10) Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10) Asymptotic properties of nonparametric inference (62G20) Measures of association (correlation, canonical correlation, etc.) (62H20)

Uses Software

• slm

Cites Work

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