In this paper the asymptotic normality of a class of statistics, including Gini's index of cograduation and Spearman's rank correlation coefficient, is proved. The asymptotic normality is stated under a large class of alternatives including the bivariate distributions corresponding to a condition of lack of association introduced in Section 3. The problems of testing the hypothesis of lack of association and of constructing confidence intervals for the population index of cograduation are also considered.
Publié le : 1996-06-14
Classification:
Empirical processes,
functional limit theorem,
index of cograduation,
lack of association (= indifference),
monotone dependence,
$U$-statistics,
62H20,
62G10,
62E20
@article{1032526975,
author = {Cifarelli, Donato Michele and Conti, Pier Luigi and Regazzini, Eugenio},
title = {On the asymptotic distribution of a general measure of monotone dependence},
journal = {Ann. Statist.},
volume = {24},
number = {6},
year = {1996},
pages = { 1386-1399},
language = {en},
url = {http://dml.mathdoc.fr/item/1032526975}
}
Cifarelli, Donato Michele; Conti, Pier Luigi; Regazzini, Eugenio. On the asymptotic distribution of a general measure of monotone dependence. Ann. Statist., Tome 24 (1996) no. 6, pp. 1386-1399. http://gdmltest.u-ga.fr/item/1032526975/