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May, 1976 Asymptotic Expansion and a Local Limit Theorem for a Function of the Kendall Rank Correlation Coefficient
Zuzana Praskova-Vizkova
Ann. Statist. 4(3): 597-606 (May, 1976). DOI: 10.1214/aos/1176343465

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.

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Zuzana Praskova-Vizkova. "Asymptotic Expansion and a Local Limit Theorem for a Function of the Kendall Rank Correlation Coefficient." Ann. Statist. 4 (3) 597 - 606, May, 1976. https://doi.org/10.1214/aos/1176343465

Information

Published: May, 1976
First available in Project Euclid: 12 April 2007

zbMATH: 0336.62033
MathSciNet: MR405670
Digital Object Identifier: 10.1214/aos/1176343465

Subjects:
Primary: 62G10
Secondary: 60E05 , 60F05

Keywords: asymptotic expansion , Characteristic function , Esseen inequality , Kendall rank correlation coefficient

Rights: Copyright © 1976 Institute of Mathematical Statistics

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Vol.4 • No. 3 • May, 1976
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