Asymptotic approximations to the distribution of Kendall's sample τ

DOI10.1080/00949650701837177MaRDI QIDQ3638577zbMATH OpenOpenAlexFDO

Authors 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

\(U\)-statisticbootstrap resamplingcumulant approximationdensity estimationEdgeworth expansiongeneral saddlepoint approximationnormal approximation

Mathematics Subject Classification ID

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

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Cites work

• A Class of Statistics with Asymptotically Normal Distribution
• A NOTE ON THE CUMULANTS OF KENDALL'S S-DISTRIBUTION
• An Edgeworth expansion for U-statistics
• Approximation Theorems of Mathematical Statistics
• Edgeworth expansions in nonparametric statistics
• General Saddlepoint Approximations of Marginal Densities and Tail Probabilities
• General Saddlepoint Approximations with Applications to L Statistics
• scientific article; zbMATH DE number 4001209 (Why is no real title available?)
• On the Berry-Esseen theorem for U-statistics
• Saddlepoint approximations in resampling analysis
• Saddlepoint Approximations in Statistics
• SOME QUESTIONS OF DISTRIBUTION IN THE THEORY OF RANK CORRELATION
• The Berry-Esseen theorem for U-statistics
• The Edgeworth expansion for U-statistics of degree two

Cited in

(7)

• Bayesian estimation of Kendall's \(\tau\) using a latent normal approach
• Cumulant generating function and tail probability approximations for Kendall's score with tied rankings
• Saddlepoint approximations for the probability mass functions of some nonparametric test statistics
• Fast surrogates of U-statistics
• A comparison of approximations to the distribution of average kendall tau
• Asymptotic tail approximations for some nonparametric test statistics
• Semi-parametric approximation of Kendall's distribution function and multivariate return periods

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