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On the asymptotic distribution of a general measure of monotone dependence. (English) Zbl 0862.62014

Summary: The asymptotic normality of a class of statistics, including Gini’s index of cograduation and Spearman’s rank correlation coefficient, is proved. The asymptotic normality is stated under a large class of alternatives including the bivariate distributions corresponding to a condition of lack of association introduced in this paper. The problem of testing the hypothesis of lack of association and of constructing confidence intervals for the population index of cograduation are also considered.

MSC:

62E20 Asymptotic distribution theory in statistics
62H20 Measures of association (correlation, canonical correlation, etc.)
62G10 Nonparametric hypothesis testing
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[18] VIA SARFATTI, 25 PIAZZALE ALDO MORO, 5 20135 MILANO 00185 ROMA ITALY ITALY
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