A Note on the Edgeworth Expansion for the Kendall Rank Correlation Coefficient
W. Albers
Source: Ann. Statist. Volume 6, Number 4
(1978), 923-925.
Abstract
In this note it is shown how to some extent the Edgeworth expansion for the distribution function of Kendall's $\tau$ can be established by using a well-known general result on such expansions.
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Permanent link to this document: http://projecteuclid.org/euclid.aos/1176344267
JSTOR: links.jstor.org
Digital Object Identifier: doi:10.1214/aos/1176344267
Mathematical Reviews number (MathSciNet): MR494667
Zentralblatt MATH identifier: 0378.62045
