Asymptotic Expansion and a Local Limit Theorem for a Function of the Kendall Rank Correlation Coefficient
Praskova-Vizkova, Zuzana
Ann. Statist., Tome 4 (1976) no. 1, p. 597-606 / Harvested from Project Euclid
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In the present paper, an integer-valued version $(T_N)$ of the Kendall rank correlation coefficient is considered. Under the hypothesis of independence, a local limit theorem with the Edgeworth expansion for $T_N$ is proved and an asymptotic expansion of the distribution function of $T_N$ is derived.
Publié le : 1976-05-14
Classification:  Kendall rank correlation coefficient,  characteristic function,  Esseen inequality,  asymptotic expansion,  62G10,  60E05,  60F05 
@article{1176343465,
     author = {Praskova-Vizkova, Zuzana},
     title = {Asymptotic Expansion and a Local Limit Theorem for a Function of the Kendall Rank Correlation Coefficient},
     journal = {Ann. Statist.},
     volume = {4},
     number = {1},
     year = {1976},
     pages = { 597-606},
     language = {en},
     url = {http://dml.mathdoc.fr/item/1176343465}
}

Praskova-Vizkova, Zuzana. Asymptotic Expansion and a Local Limit Theorem for a Function of the Kendall Rank Correlation Coefficient. Ann. Statist., Tome 4 (1976) no. 1, pp.  597-606. http://gdmltest.u-ga.fr/item/1176343465/