Asymptotic efficiency of independence tests based on gini's rank association coefficient, spearman's footrule and their generalizations

DOI10.1080/03610929908832306zbMath0927.62058OpenAlexW2086743777MaRDI QIDQ4237871

Yakov Yu. Nikitin, Pier Luigi Conti

Publication date: 14 December 1999

Published in: Communications in Statistics - Theory and Methods (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1080/03610929908832306

zbMATH Keywords

dependence functionBahadur efficiencyscore functionPitman efficiency

Mathematics Subject Classification ID

Nonparametric hypothesis testing (62G10) Asymptotic properties of nonparametric inference (62G20) Measures of association (correlation, canonical correlation, etc.) (62H20)

Related Items (11)

On the exact region determined by Spearman's footrule and Gini's gamma ⋮ An extremal problem with applications to the problem of testing multivariate independence ⋮ Mutual association measures ⋮ Asymptotic properties of Spearman's footrule and Gini's gamma in bivariate normal model ⋮ Matrix compatibility and correlation mixture representation of generalized Gini's gamma ⋮ Comparison of correlation-based measures of concordance in terms of asymptotic variance ⋮ A new rank correlation measure ⋮ Spearman's footrule and Gini's gamma: local bounds for bivariate copulas and the exact region with respect to Blomqvist's beta ⋮ Copula-Based Models for the Power of Independence Tests ⋮ Spearman's footrule and Gini's gamma: a review with complements ⋮ Toward the history of the St. Petersburg school of probability and statistics. IV: Characterization of distributions and limit theorems in statistics

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