Document Zbl 0539.62024

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Asymptotic normality of a class of nonlinear rank tests for independence. (English) Zbl 0539.62024

Ann. Stat. 12, 1124-1129 (1984).

Summary: 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.

Cited in 4 Documents

MSC:

62E20	Asymptotic distribution theory in statistics
62G10	Nonparametric hypothesis testing

Keywords:

nondegenerate scores; Asymptotic normality; nonlinear rank statistics; null hypothesis of total independence; contiguous alternatives

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