On the Power of Certain Tests for Independence in Bivariate Populations

DOI10.1214/AOMS/1177728260MaRDI QIDQ3241008zbMATH OpenOpenAlexFDO

Authors H. S. Konijn

Publication date 1956

Published in Annals of Mathematical Statistics (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1214/aoms/1177728260

zbMATH Keywords

statistics

Cited in

(11)

• An asymptotic decomposition for multivariate distribution-free tests of independence
• Statistical inference for a certain class of bivariate distributions
• On universally consistent and fully distribution-free rank tests of vector independence
• On asymptotic relative efficiencies of a class of rank tests for independence of two variables
• On a cramér-von mises type statistic for testing bivariate independence
• Taux de résistance des tests de rang d'indépendance
• A multivariate nonparametric test of independence among many vectors
• Locally most powerful rank tests of independence for copula models
• Exact detection thresholds and minimax optimality of Chatterjee's correlation coefficient
• Distribution-free tests of multivariate independence based on center-outward quadrant, Spearman, Kendall, and van der Waerden statistics
• The asymptotic efficacies and relative efficiencies of various linear rank tests for independence

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