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JOURNALS // Zapiski Nauchnykh Seminarov POMI // Archive

Zap. Nauchn. Sem. POMI, 1997 Volume 244, Pages 227–237 (Mi znsl522)

This article is cited in 3 papers

A generalization of Kendall's tau and asymptotic efficiency of the corresponding test of independence

Ya. Yu. Nikitina, N. A. Stepanovab

a St. Petersburg State University, Department of Mathematics and Mechanics
b Saint-Petersburg State University

Abstract: We calculate Bahadur local efficiency if the test of independence based on a generalization of the Kendall's rank correlation coefficient proposed by Kochar and Gupta in 1987. It is shown that this test is locally efficient for those alternatives to the independence hypothesis which are described by the Woodworth dependence function.

UDC: 519.2

Received: 01.12.1996


 English version:
Journal of Mathematical Sciences (New York), 2000, 99:2, 1154–1160

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