Asymptotic approximations to the distribution of Kendall's sample τ

DOI10.1080/00949650701837177zbMath1186.62080OpenAlexW2022253378MaRDI QIDQ3638577

Riccardo Gatto

Publication date: 27 October 2009

Published in: Journal of Statistical Computation and Simulation (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1080/00949650701837177

zbMATH Keywords

density estimationnormal approximationEdgeworth expansionbootstrap resampling\(U\)-statisticcumulant approximationgeneral saddlepoint approximation

Mathematics Subject Classification ID

Asymptotic distribution theory in statistics (62E20) Measures of association (correlation, canonical correlation, etc.) (62H20) Approximations to statistical distributions (nonasymptotic) (62E17) Nonparametric inference (62G99)

Related Items

Saddlepoint approximations for the probability mass functions of some nonparametric test statistics ⋮ Fast surrogates of U-statistics ⋮ Asymptotic tail approximations for some nonparametric test statistics

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