A generalization of Kendall's tau and the asymptotic efficiency of the corresponding independence test

被引：0
|
作者：
Nikitin Ya.Yu.
Stepanova N.A.
机构：
来源：
Journal of Mathematical Sciences | 2000年 / 99卷 / 2期
基金：
俄罗斯基础研究基金会;
关键词：
Dependence Function; Asymptotic Efficiency; Local Efficiency; Bivariate Exponential Distribution; Large Deviation Probability;
D O I：
10.1007/BF02673638
中图分类号：
学科分类号：
摘要：
We consider a generalization of Kendall's rank correlation coefficient proposed by Kochar and Gupta in 1987. This generalization is a nondegenerate U-statistic with a special kernel. We calculate Bahadur's local efficiency for the independence test based on this statistic. It is shown that this test is locally efficient for alternatives described by the Woodworth dependence function. © 2000 Kluwer Academic/Plenum Publishers.
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收藏
页码：1154 / 1160
页数：6
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