Rates of convergence for a class of rank tests for independence

被引:0
|
作者
Conti P.L. [1 ]
Nikitin Y.Y. [2 ]
机构
[1] Department of Statistical Sciences, University of Bologna
基金
俄罗斯基础研究基金会;
关键词
Rank Correlation; Rank Test; Large Class; Optimal Rate; Rank Statistic;
D O I
10.1023/A:1014529400065
中图分类号
学科分类号
摘要
An almost optimal rate of convergence estimate is obtained for a large class of rank statistics for testing independence, including Gini's and Spearman's rank correlation coefficients as well as Spearman's footrule. ©2002 Plenum Publishing Corporation.
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页码:2141 / 2147
页数:6
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