Nonparametric testing for heterogeneous correlation

DOI10.1007/978-3-319-41573-4_12MaRDI QIDQ4595759zbMATH OpenOpenAlexFDO

Authors Stephen Bamattre, Rex Hu, Joseph Verducci

Publication date 6 December 2017

Published in Contributions to Statistics (Search for Journal in Brave)

Full work available at URL https://arxiv.org/abs/1504.05392

zbMATH Keywords

absolute rank differencesbeta distributionFrank copulaGaussian copulaKendall's tauMallows' modelmultistage ranking modelnonparametric testingpermutationsseriation

Mathematics Subject Classification ID

Nonparametric hypothesis testing (62G10) Measures of association (correlation, canonical correlation, etc.) (62H20)

Abstract: In the presence of weak overall correlation, it may be useful to investigate if the correlation is significantly and substantially more pronounced over a subpopulation. Two different testing procedures are compared. Both are based on the rankings of the values of two variables from a data set with a large number n of observations. The first maintains its level against Gaussian copulas; the second adapts to general alternatives in the sense that that the number of parameters used in the test grows with n. An analysis of wine quality illustrates how the methods detect heterogeneity of association between chemical properties of the wine, which are attributable to a mix of different cultivars.

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Cited in

(1)

• Comparison of tests for non-correlation.

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