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Asymptotic expansion and a local limit theorem for a function of the Kendall rank correlation coefficient. (English) Zbl 0336.62033


MSC:

62G10 Nonparametric hypothesis testing
60E05 Probability distributions: general theory
62H20 Measures of association (correlation, canonical correlation, etc.)
60F05 Central limit and other weak theorems
62G99 Nonparametric inference
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