The Annals of Statistics

Asymptotic Expansion and a Local Limit Theorem for a Function of the Kendall Rank Correlation Coefficient

Zuzana Praskova-Vizkova

Full-text: Open access

Abstract

In the present paper, an integer-valued version $(T_N)$ of the Kendall rank correlation coefficient is considered. Under the hypothesis of independence, a local limit theorem with the Edgeworth expansion for $T_N$ is proved and an asymptotic expansion of the distribution function of $T_N$ is derived.

Article information

Source
Ann. Statist., Volume 4, Number 3 (1976), 597-606.

Dates
First available in Project Euclid: 12 April 2007

Permanent link to this document
https://projecteuclid.org/euclid.aos/1176343465

Digital Object Identifier
doi:10.1214/aos/1176343465

Mathematical Reviews number (MathSciNet)
MR405670

Zentralblatt MATH identifier
0336.62033

JSTOR
links.jstor.org

Subjects
Primary: 62G10: Hypothesis testing
Secondary: 60E05: Distributions: general theory 60F05: Central limit and other weak theorems

Keywords
Kendall rank correlation coefficient characteristic function Esseen inequality asymptotic expansion

Citation

Praskova-Vizkova, Zuzana. Asymptotic Expansion and a Local Limit Theorem for a Function of the Kendall Rank Correlation Coefficient. Ann. Statist. 4 (1976), no. 3, 597--606. doi:10.1214/aos/1176343465. https://projecteuclid.org/euclid.aos/1176343465


Export citation