Asymptotic Theory of Rank Tests for Independence
نویسندگان
چکیده
منابع مشابه
Jaroslav Hájek and asymptotic theory of rank tests
In the series of papers [1-3,5,6,8,9,11,12] (papers [11] and [12] were written joint ly with V. Dupac), Hajek systematically investigated the asymptotic properties of linear rank statistics under null hypotheses, under local (contiguous) and some non local alternatives. Besides that , in [4] he derived the rank test of independence in a bivariate distribution, locally most powerful against sp...
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This chapter concerns rank tests for independence of two random variables. A form of locally most powerful test against particular alternative is derived and the most often used variants of this test are mentioned, namely the test of van der Waerden type, Spearman rank correlation coefficient, the quadrant test and the Kendall rank correlation coefficient, a member of non-linear rank statistics...
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In nonparametric tests for serial independence the marginal distribution of the data acts as an infinite dimensional nuisance parameter. The decomposition of joint distributions in terms of a copula density and marginal densities shows that in general empirical marginals carry no information on dependence. It follows that the order of ranks is sufficient for inference, which motivates transform...
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Two rank tests for independence of bivariate random variables against an alternative model with weighted contamination are proposed. The model may emphasize the association of X and Y on items with high ranks in one variable (say X) and generalizes an alternative in Hájek and Šidák (1967). The model may be applied to both complete paired data and paired data which is truncated in one variable. ...
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ژورنال
عنوان ژورنال: Technometrics
سال: 1976
ISSN: 0040-1706
DOI: 10.2307/1267928