Linear rank tests for independence in bivariate distributions-power comparisons by simulation

DOI10.1016/j.csda.2003.09.005zbMath1429.62212OpenAlexW2081790755MaRDI QIDQ956968

Egmar Rödel, Wolfgang Kössler

Publication date: 26 November 2008

Published in: Computational Statistics and Data Analysis (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/j.csda.2003.09.005

zbMATH Keywords

positive dependencerank testsadaptive testsalternating conditional expectation

Mathematics Subject Classification ID

Measures of association (correlation, canonical correlation, etc.) (62H20)

Related Items (8)

The asymptotic efficacies and relative efficiencies of various linear rank tests for independence ⋮ The influence function of Gini's gamma ⋮ Comparison of correlation-based measures of concordance in terms of asymptotic variance ⋮ A new rank correlation measure ⋮ Max-type rank tests, \(U\)-tests, and adaptive tests for the two-sample location problem -- an asymptotic power study ⋮ Copula-Based Models for the Power of Independence Tests ⋮ Quantile curves and dependence structure for bivariate distributions ⋮ Fourier methods for testing multivariate independence

Cites Work

• Families of positively dependent random variables
• Monotone dependence
• Computing the nonnull asymptotic variance and the asymptotic relative efficiency of Spearman's rank correlation
• The Structure of Bivariate Distributions
• Bivariate Exponential Distributions
• An Algorithm for Restricted Least Squares Regression
• Linear bank statistics with estimated scores for testing independence
• On the robustness of the correlation coefficient in sampling from a mixture of two bivariate normals
• Estimating Optimal Transformations for Multiple Regression and Correlation
• R–estimation of normed bivariate density functions
• Tests for independence of exponential variables
• Positive dependence and monotonicity in conditional distributions
• Testing for correlation between non-negative variates
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