Large Deviations and Bahadur Efficiency of Some Rank Tests of Independence
作者： Piotr Bajorski , Teresa Ledwina
DOI: 10.1007/978-94-009-3965-3_2
关键词: Statistical hypothesis testing 、 Monotonic function 、 Statistics 、 Mathematics 、 Bivariate analysis 、 Econometrics 、 Dependence function 、 Large deviations theory
摘要: Large deviations for a class of rank tests bivariate independence against positive quadrant dependence are derived. The test statistics closely related to function-valued measure (so-called monotonic function). Some efficiency comparisons new Spearman’s rho given under models introduced recently by Lawrance and Lewis Raftery.
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