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Rank-based redundancy index and parametric inference. (Indice de redondance basé sur les rangs et inférence non paramétrique.) (French) Zbl 0972.62512
Summary: A measure of association based on ranks is introduced in order to test the independence between two vectors. Its asymptotic law is derived under the null hypothesis of independence and under a sequence of alternatives. An empirical study is performed to compare the new test with two other competitors.

MSC:
62G10 Nonparametric hypothesis testing
62H15 Hypothesis testing in multivariate analysis
Software:
BMDP
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References:
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