论文信息 - A test for correlation based on Kendall's tau

A test for correlation based on Kendall's tau

A consistent estimator for the variance of Kendall's tau is proposed which allows for testing the hypothesis of no correlation in a bivariate distribution. The null distribution of the test statistic is tabulated under independence, and the properties of the test are discussed.

Ronald H. Randles | R. Randles | Basil Samara | Basil Samara

[1] Pranab Kumar Sen,et al. On Some Convergence Properties of UStatistics , 1960 .

[2] M. Fligner,et al. On the independence problem and kendall's tau , 1983 .

[3] R. Randles,et al. Introduction to the Theory of Nonparametric Statistics , 1991 .

[4] D. Hinkley. Improving the jackknife with special reference to correlation estimation , 1978 .

[5] D. V. Hinkley,et al. Jackknife confidence limits using Student t approximations , 1977 .

[6] L. Ott,et al. Statistics: A Tool for the Social Sciences. , 1975 .

[7] George E. Policello,et al. An Asymptotically Distribution-Free Test for Symmetry versus Asymmetry , 1980 .

[8] A. Agresti,et al. Statistical Methods for the Social Sciences , 1979 .

[9] L. Ott,et al. Statistics: A Tool for the Social Sciences , 1975 .

[10] W. R. Buckland. Elements of Nonparametric Statistics , 1967 .

[11] A. J. Lee. On estimating the variance of a U-statistic , 1985 .

[12] Douglas A. Wolfe,et al. Nonparametric Statistical Methods , 1973 .

[13] M. Kendall. Rank Correlation Methods , 1949 .

[14] P. Sen,et al. Theory of rank tests , 1969 .

[15] Douglas A. Wolfe,et al. Introduction to the Theory of Nonparametric Statistics. , 1980 .