A Note on the Edgeworth Expansion for the Kendall Rank Correlation Coefficient
Albers, W.
Ann. Statist., Tome 6 (1978) no. 1, p. 923-925 / Harvested from Project Euclid
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In this note it is shown how to some extent the Edgeworth expansion for the distribution function of Kendall's $\tau$ can be established by using a well-known general result on such expansions.
Publié le : 1978-07-14
Classification:  Edgeworth expansion,  Kendall rank correlation coefficient,  characteristic function,  62G10,  62G20 
@article{1176344267,
     author = {Albers, W.},
     title = {A Note on the Edgeworth Expansion for the Kendall Rank Correlation Coefficient},
     journal = {Ann. Statist.},
     volume = {6},
     number = {1},
     year = {1978},
     pages = { 923-925},
     language = {en},
     url = {http://dml.mathdoc.fr/item/1176344267}
}

Albers, W. A Note on the Edgeworth Expansion for the Kendall Rank Correlation Coefficient. Ann. Statist., Tome 6 (1978) no. 1, pp.  923-925. http://gdmltest.u-ga.fr/item/1176344267/