Asymptotic normality of a class of nonlinear rank statistics to test the null hypothesis of total independence of an $m$-variate population is proved. The rank statistics are generated from $2m$-variate square integrable functions such that they are symmetric and nondegenerate. Some results under contiguous alternatives are also given.
Publié le : 1984-09-14
Classification:
Asymptotic normality,
nondegenerate scores,
nonlinear rank test,
test for total independence,
62E20,
62G10
@article{1176346730,
author = {Shirahata, Shingo and Wakimoto, Kazumasa},
title = {Asymptotic Normality of a Class of Nonlinear Rank Tests for Independence},
journal = {Ann. Statist.},
volume = {12},
number = {1},
year = {1984},
pages = { 1124-1129},
language = {en},
url = {http://dml.mathdoc.fr/item/1176346730}
}
Shirahata, Shingo; Wakimoto, Kazumasa. Asymptotic Normality of a Class of Nonlinear Rank Tests for Independence. Ann. Statist., Tome 12 (1984) no. 1, pp. 1124-1129. http://gdmltest.u-ga.fr/item/1176346730/