A generalization of Kendall's tau and asymptotic efficiency of the corresponding test of independence
Zapiski Nauchnykh Seminarov POMI, Probability and statistics. Part 2, Tome 244 (1997), pp. 227-237
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We calculate Bahadur local efficiency if the test of independence based on a generalization of the Kendall's rank
correlation coefficient proposed by Kochar and Gupta in 1987. It is shown that this test is locally efficient for those alternatives to the independence hypothesis which are described by the Woodworth dependence function.
@article{ZNSL_1997_244_a15,
author = {Ya. Yu. Nikitin and N. A. Stepanova},
title = {A generalization of {Kendall's} tau and asymptotic efficiency of the corresponding test of independence},
journal = {Zapiski Nauchnykh Seminarov POMI},
pages = {227--237},
publisher = {mathdoc},
volume = {244},
year = {1997},
language = {ru},
url = {http://geodesic.mathdoc.fr/item/ZNSL_1997_244_a15/}
}
TY - JOUR AU - Ya. Yu. Nikitin AU - N. A. Stepanova TI - A generalization of Kendall's tau and asymptotic efficiency of the corresponding test of independence JO - Zapiski Nauchnykh Seminarov POMI PY - 1997 SP - 227 EP - 237 VL - 244 PB - mathdoc UR - http://geodesic.mathdoc.fr/item/ZNSL_1997_244_a15/ LA - ru ID - ZNSL_1997_244_a15 ER -
%0 Journal Article %A Ya. Yu. Nikitin %A N. A. Stepanova %T A generalization of Kendall's tau and asymptotic efficiency of the corresponding test of independence %J Zapiski Nauchnykh Seminarov POMI %D 1997 %P 227-237 %V 244 %I mathdoc %U http://geodesic.mathdoc.fr/item/ZNSL_1997_244_a15/ %G ru %F ZNSL_1997_244_a15
Ya. Yu. Nikitin; N. A. Stepanova. A generalization of Kendall's tau and asymptotic efficiency of the corresponding test of independence. Zapiski Nauchnykh Seminarov POMI, Probability and statistics. Part 2, Tome 244 (1997), pp. 227-237. http://geodesic.mathdoc.fr/item/ZNSL_1997_244_a15/