Competitors of the Kendall-tau test for testing independence against positive quadrant dependence

DOI10.1093/BIOMET/74.3.664MaRDI QIDQ3765047zbMATH OpenOpenAlexFDO

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

zbMATH Keywords

distribution-free testsU-statisticKendall-tau testtesting independence against positive quadrant dependence

Mathematics Subject Classification ID

Nonparametric hypothesis testing (62G10) Asymptotic properties of nonparametric inference (62G20) Asymptotic distribution theory in statistics (62E20)

Recommendations

• DISTRIBUTION‐FREE TESTS BASED ON SUB‐SAMPLE EXTREMA FOR TESTING AGAINST POSITIVE DEPENDENCE
• Distribution-free tests for independence against positive quadrant dependence: a generaliza\-tion
• On testing against positive quadrant dependence based on sub-sample order statistics
• scientific article; zbMATH DE number 4058666
• On the independence problem and kendall's tau

Cited in

(23)

• A study of the power and robustness of a new test for independence against contiguous alternatives
• Positive quadrant dependence tests for copulas
• A new non-parametric test for testing positive quadrant dependence
• Aspects of dependence in Cuadras-Auge family
• Dependence structure and test of independence for some well-known bivariate distributions
• Local Bahadur optimality of some rank tests of independence
• Distribution-free tests for independence against positive quadrant dependence: a generaliza\-tion
• A generalization of Kendall's tau and the asymptotic efficiency of the corresponding independence test.
• Crystallographic groups and flat manifolds from complex reflection groups
• Bounding the order of abelian \(p\)-subgroups of rank \(k\) of symmetric groups of degree \(n\)
• A new correlation coefficient for comparing and aggregating non-strict and incomplete rankings
• 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
• scientific article; zbMATH DE number 4058666 (Why is no real title available?)
• Various measures of dependence of a new asymmetric generalized Farlie-Gumbel-Morgenstern copulas
• New non-parametric tests for independence
• Testing for Positive Quadrant Dependence
• On testing against positive quadrant dependence based on sub-sample order statistics

This page was built for publication: Competitors of the Kendall-tau test for testing independence against positive quadrant dependence

Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q3765047)