## The Annals of Statistics

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

#### 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

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