An Ordering for Positive Dependence
Schriever, B. F.
Ann. Statist., Tome 15 (1987) no. 1, p. 1208-1214 / Harvested from Project Euclid
In this paper we introduce a partial ordering for positive dependent bivariate distributions. Our main result shows that tests of independence based on rank statistics such as Spearman's rho, Kendall's tau, Fisher-Yates' normal score statistic, van der Waerden's statistic and the quadrant statistic become more powerful under increasing positive dependence. In other words, these measures of positive dependence preserve the ordering stochastically in samples whenever it is present between underlying distributions.
Publié le : 1987-09-14
Classification:  Positive bivariate dependence,  more associated,  more concordant,  rank tests of independence,  62H99,  62H20
@article{1176350500,
     author = {Schriever, B. F.},
     title = {An Ordering for Positive Dependence},
     journal = {Ann. Statist.},
     volume = {15},
     number = {1},
     year = {1987},
     pages = { 1208-1214},
     language = {en},
     url = {http://dml.mathdoc.fr/item/1176350500}
}
Schriever, B. F. An Ordering for Positive Dependence. Ann. Statist., Tome 15 (1987) no. 1, pp.  1208-1214. http://gdmltest.u-ga.fr/item/1176350500/