Asymptotic efficiency of independence tests based on Gini's rank association coefficient, Spearman's footrule and their generalizations

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Asymptotic efficiency of independence tests based on Gini's rank association coefficient, Spearman's footrule and their generalizations. / Conti, Pier Luigi; Nikitin, Yakov.

в: Communications in Statistics - Theory and Methods, Том 28, № 2, 01.12.1999, стр. 453-465.

Результаты исследований: Научные публикации в периодических изданиях › статья › Рецензирование

BibTeX

@article{60a03163916d45f28e97703811dfe6f4,

title = "Asymptotic efficiency of independence tests based on Gini's rank association coefficient, Spearman's footrule and their generalizations",

abstract = "Gini's rank association coefficient and Spearman's footrule, as statistics for testing independence in bivariate samples, are as natural as Spearman's and Kendall's rank correlation coefficients, but their efficiency properties are not well explored. We find here the expression for the local Bahadur efficiency of Gini's test and Spearman's footrule for general alternatives. Several examples are given in which both statistics behave better than Spearman's and Kendall's coefficients. Similar results are obtained the general measure of monotone dependence considered recently by Conti et al. (1996). The coincidence between Pitman and Bahadur efficiencies is also proved.",

keywords = "Bahadur efficiency, Dependence function, Pitman efficiency, Score function",

author = "Conti, {Pier Luigi} and Yakov Nikitin",

year = "1999",

month = dec,

day = "1",

language = "English",

volume = "28",

pages = "453--465",

journal = "Communications in Statistics - Theory and Methods",

issn = "0361-0926",

publisher = "Taylor & Francis",

number = "2",

}

RIS

TY - JOUR

T1 - Asymptotic efficiency of independence tests based on Gini's rank association coefficient, Spearman's footrule and their generalizations

AU - Conti, Pier Luigi

AU - Nikitin, Yakov

PY - 1999/12/1

Y1 - 1999/12/1

N2 - Gini's rank association coefficient and Spearman's footrule, as statistics for testing independence in bivariate samples, are as natural as Spearman's and Kendall's rank correlation coefficients, but their efficiency properties are not well explored. We find here the expression for the local Bahadur efficiency of Gini's test and Spearman's footrule for general alternatives. Several examples are given in which both statistics behave better than Spearman's and Kendall's coefficients. Similar results are obtained the general measure of monotone dependence considered recently by Conti et al. (1996). The coincidence between Pitman and Bahadur efficiencies is also proved.

AB - Gini's rank association coefficient and Spearman's footrule, as statistics for testing independence in bivariate samples, are as natural as Spearman's and Kendall's rank correlation coefficients, but their efficiency properties are not well explored. We find here the expression for the local Bahadur efficiency of Gini's test and Spearman's footrule for general alternatives. Several examples are given in which both statistics behave better than Spearman's and Kendall's coefficients. Similar results are obtained the general measure of monotone dependence considered recently by Conti et al. (1996). The coincidence between Pitman and Bahadur efficiencies is also proved.

KW - Bahadur efficiency

KW - Dependence function

KW - Pitman efficiency

KW - Score function

UR - http://www.scopus.com/inward/record.url?scp=26944446232&partnerID=8YFLogxK

M3 - Article

AN - SCOPUS:26944446232

VL - 28

SP - 453

EP - 465

JO - Communications in Statistics - Theory and Methods

JF - Communications in Statistics - Theory and Methods

SN - 0361-0926

IS - 2

ER -

ID: 47771812