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Zapiski Nauchnykh Seminarov POMI, 1997, Volume 244, Pages 227–237
(Mi znsl522)
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This article is cited in 3 scientific papers (total in 3 papers)
A generalization of Kendall's tau and asymptotic efficiency of the corresponding test of independence
Ya. Yu. Nikitina, N. A. Stepanovab a St. Petersburg State University, Department of Mathematics and Mechanics
b Saint-Petersburg State University
Abstract:
We calculate Bahadur local efficiency if the test of independence based on a generalization of the Kendall's rank
correlation coefficient proposed by Kochar and Gupta in 1987. It is shown that this test is locally efficient for those alternatives to the independence hypothesis which are described by the Woodworth dependence function.
Received: 01.12.1996
Citation:
Ya. Yu. Nikitin, N. A. Stepanova, “A generalization of Kendall's tau and asymptotic efficiency of the corresponding test of independence”, Probability and statistics. Part 2, Zap. Nauchn. Sem. POMI, 244, POMI, St. Petersburg, 1997, 227–237; J. Math. Sci. (New York), 99:2 (2000), 1154–1160
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https://www.mathnet.ru/eng/znsl522 https://www.mathnet.ru/eng/znsl/v244/p227
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Abstract page: | 226 | Full-text PDF : | 80 |
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