Geodesic
Multivariate rank correlations: a Gaussian field on a direct product of spheres
Teoriâ veroâtnostej i ee primeneniâ, Tome 45 (2000) no. 2, pp. 236-250 Cet article a éte moissonné depuis la source Math-Net.Ru

Voir la notice de l'article

An asymptotic decision rule of testing for the independence of components of a random vector is suggested. The rule is based on ranking of linear coordinates of observations and on application of Roy's “union-intersection principle”.
Keywords: multivariate sample ranks, Kendall's tau, weak convergence. 
@article{TVP_2000_45_2_a1,
     author = {V. I. Piterbarg and Yu. N. Tyurin},
     title = {Multivariate rank correlations: a {Gaussian} field on a direct product of spheres},
     journal = {Teori\^a vero\^atnostej i ee primeneni\^a},
     pages = {236--250},
     year = {2000},
     volume = {45},
     number = {2},
     language = {ru},
     url = {http://geodesic.mathdoc.fr/item/TVP_2000_45_2_a1/}
}
TY  - JOUR
AU  - V. I. Piterbarg
AU  - Yu. N. Tyurin
TI  - Multivariate rank correlations: a Gaussian field on a direct product of spheres
JO  - Teoriâ veroâtnostej i ee primeneniâ
PY  - 2000
SP  - 236
EP  - 250
VL  - 45
IS  - 2
UR  - http://geodesic.mathdoc.fr/item/TVP_2000_45_2_a1/
LA  - ru
ID  - TVP_2000_45_2_a1
ER  - 
%0 Journal Article
%A V. I. Piterbarg
%A Yu. N. Tyurin
%T Multivariate rank correlations: a Gaussian field on a direct product of spheres
%J Teoriâ veroâtnostej i ee primeneniâ
%D 2000
%P 236-250
%V 45
%N 2
%U http://geodesic.mathdoc.fr/item/TVP_2000_45_2_a1/
%G ru
%F TVP_2000_45_2_a1
V. I. Piterbarg; Yu. N. Tyurin. Multivariate rank correlations: a Gaussian field on a direct product of spheres. Teoriâ veroâtnostej i ee primeneniâ, Tome 45 (2000) no. 2, pp. 236-250. http://geodesic.mathdoc.fr/item/TVP_2000_45_2_a1/