A study of the power and robustness of a new test for independence against contiguous alternatives

DOI10.1214/16-EJS1107zbMath1332.62167MaRDI QIDQ5965326

Subhra Sankar Dhar, Angelos Dassios, Wicher P. Bergsma

Publication date: 3 March 2016

Published in: Electronic Journal of Statistics (Search for Journal in Brave)

Full work available at URL: https://projecteuclid.org/euclid.ejs/1455715965

zbMATH Keywords

robustness propertiesKendall's taucontiguous alternativesdistance covariancePitman efficacytest for independence

Mathematics Subject Classification ID

Nonparametric hypothesis testing (62G10) Asymptotic properties of nonparametric inference (62G20) Nonparametric robustness (62G35)

Related Items (7)

Goodness-of-fit test for count distributions with finite second moment ⋮ On distance based goodness of fit tests for missing data when missing occurs at random ⋮ Exact detection thresholds and minimax optimality of Chatterjee's correlation coefficient ⋮ Independence test for large sparse contingency tables based on distance correlation ⋮ A test for multivariate location parameter in elliptical model based on forward search method ⋮ Large-Sample Theory for the Bergsma-Dassios Sign Covariance ⋮ On universally consistent and fully distribution-free rank tests of vector independence

Cites Work

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• Distribution Free Tests of Independence Based on the Sample Distribution Function
• Asymptotic Optimality and ARE of Certain Rank-Order Tests under Contiguity
• A NEW MEASURE OF RANK CORRELATION
• A Class of Statistics with Asymptotically Normal Distribution

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