A Vector Form of the Wald-Wolfowitz-Hoeffding Theorem
Fraser, D. A. S.
Ann. Math. Statist., Tome 27 (1956) no. 4, p. 540-543 / Harvested from Project Euclid
Hotelling and Pabst [1] showed that the rank correlation coefficient had a limiting normal distribution under the equally likely permutations of the hypothesis of independence. Wald and Wolfowitz [2] developed a general theorem of this type, and Noether [3] and Hoeffding [4] have relaxed the conditions used therein. In this paper a vector form of the theorem is proved along the lines used in an example by Wald and Wolfowitz [1] but taking account of the singular cases in which the correlations approach one.
Publié le : 1956-06-14
Classification: 
@article{1177728279,
     author = {Fraser, D. A. S.},
     title = {A Vector Form of the Wald-Wolfowitz-Hoeffding Theorem},
     journal = {Ann. Math. Statist.},
     volume = {27},
     number = {4},
     year = {1956},
     pages = { 540-543},
     language = {en},
     url = {http://dml.mathdoc.fr/item/1177728279}
}
Fraser, D. A. S. A Vector Form of the Wald-Wolfowitz-Hoeffding Theorem. Ann. Math. Statist., Tome 27 (1956) no. 4, pp.  540-543. http://gdmltest.u-ga.fr/item/1177728279/