Asymptotic Relative Efficiency of the Kendall and Spearman Correlation Statistics

DOI10.1137/S0040585X97T991313arXiv2208.01790OpenAlexW4368347454MaRDI QIDQ6160488

Iosif Pinelis

Publication date: 10 May 2023

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

Full work available at URL: https://arxiv.org/abs/2208.01790

zbMATH Keywords

asymptotic relative efficiencynonparametric teststests of independencemodels of dependencecorrelation statisticsKendall's statisticassociation functionSpearman's statistic

Mathematics Subject Classification ID

Statistics (62-XX) Game theory, economics, finance, and other social and behavioral sciences (91-XX)

Cites Work

• Unnamed Item
• An introduction to copulas.
• On the simultaneous associativity of F(x,y) and x+y-F(x,y)
• Normal approximation for nonlinear statistics using a concentration inequality approach
• On a Theorem of Pitman
• Ordinal Measures of Association
• The performance of some correlation coefficients for a general bivariate distribution
• A Useful Convergence Theorem for Probability Distributions

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