Competitors of the Kendall-tau test for testing independence against positive quadrant dependence
DOI10.1093/BIOMET/74.3.664zbMATH Open0628.62049OpenAlexW1966305120MaRDI QIDQ3765047FDOQ3765047
Authors: R. P. Gupta, Subhash Kochar
Publication date: 1987
Published in: Biometrika (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1093/biomet/74.3.664
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- A new non-parametric test for testing positive quadrant dependence
- Aspects of dependence in Cuadras-Auge family
- Positive quadrant dependence tests for copulas
- Dependence structure and test of independence for some well-known bivariate distributions
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- A generalization of Kendall's tau and the asymptotic efficiency of the corresponding independence test.
- Crystallographic groups and flat manifolds from complex reflection groups
- A new correlation coefficient for comparing and aggregating non-strict and incomplete rankings
- Bounding the order of abelian \(p\)-subgroups of rank \(k\) of symmetric groups of degree \(n\)
- Parameter estimation of bivariate distributions in presence of outliers: an application to FGM copula
- Test of independence for Baker's bivariate distributions
- Aspects of Dependence in Generalized Farlie-Gumbel-Morgenstern Distributions
- Bivariate dependence measures and bivariate competing risks models under the generalized FGM copula
- On inference for Kendall's \(\tau\) within a longitudinal data setting
- Asymptotic efficiency of the Blest-type tests for independence
- DISTRIBUTION‐FREE TESTS BASED ON SUB‐SAMPLE EXTREMA FOR TESTING AGAINST POSITIVE DEPENDENCE
- Title not available (Why is that?)
- Various measures of dependence of a new asymmetric generalized Farlie-Gumbel-Morgenstern copulas
- New non-parametric tests for independence
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- On testing against positive quadrant dependence based on sub-sample order statistics
- A study of the power and robustness of a new test for independence against contiguous alternatives
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