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Teoriya Veroyatnostei i ee Primeneniya, 2000, Volume 45, Issue 2, Pages 236–250
DOI: https://doi.org/10.4213/tvp461 (Mi tvp461) 		 
This article is cited in 1 scientific paper (total in 1 paper)

Multivariate rank correlations: a Gaussian field on a direct product of spheres

V. I. Piterbarg, Yu. N. Tyurin

M. V. Lomonosov Moscow State University, Faculty of Mechanics and Mathematics
Full-text PDF (716 kB) Citations (1)
DOI: https://doi.org/10.4213/tvp461
Abstract: An asymptotic decision rule of testing for the independence of components of a random vector is suggested. The rule is based on ranking of linear coordinates of observations and on application of Roy's “union-intersection principle”.
Keywords: multivariate sample ranks, Kendall's tau, weak convergence.
Received: 26.08.1997
English version:
Theory of Probability and its Applications, 2001, Volume 45, Issue 2, Pages 246–257
DOI: https://doi.org/10.1137/S0040585X97978208
Bibliographic databases:
Language: Russian
Citation: V. I. Piterbarg, Yu. N. Tyurin, “Multivariate rank correlations: a Gaussian field on a direct product of spheres”, Teor. Veroyatnost. i Primenen., 45:2 (2000), 236–250; Theory Probab. Appl., 45:2 (2001), 246–257
Citation in format AMSBIB
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\paper Multivariate rank correlations: a Gaussian field on a direct product of spheres
\jour Teor. Veroyatnost. i Primenen.
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\issue 2
\pages 236--250
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\zmath{https://zbmath.org/?q=an:1061.62534}
\transl
\jour Theory Probab. Appl.
\yr 2001
\vol 45
\issue 2
\pages 246--257
\crossref{https://doi.org/10.1137/S0040585X97978208}
\isi{https://gateway.webofknowledge.com/gateway/Gateway.cgi?GWVersion=2&SrcApp=Publons&SrcAuth=Publons_CEL&DestLinkType=FullRecord&DestApp=WOS_CPL&KeyUT=000169004700005}
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  • https://www.mathnet.ru/eng/tvp461
  • https://doi.org/10.4213/tvp461
  • https://www.mathnet.ru/eng/tvp/v45/i2/p236
    • This publication is cited in the following 1 articles:
    Citing articles in Google Scholar: Russian citations, English citations
    Related articles in Google Scholar: Russian articles, English articles
    		Теория вероятностей и ее применения Theory of Probability and its Applications
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    Full-text PDF :110
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