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Distribution-free tests for independence against positive quadrant dependence: A generalization

Author

Listed:
  • I. D. Shetty

    (Karnatak University)

  • Parameshwar V. Pandit

    (Karnatak College)

Abstract

A class of distribution-free tests based on two matched pairs is considered for testing independence against positive quadrant dependence. The class of tests proposed by Kochar and Gupta (1990) is a member of the proposed class. The performance of the proposed class is evaluated in terms of Pitman asymptotic relative efficiency for Block-Basu (1974) model and Woodworth family of distributions. The small sample performance of few members of the proposed class is also studied by finding empirical powers. Unbiasedness and consistency of the proposed class of tests have been established.

Suggested Citation

  • I. D. Shetty & Parameshwar V. Pandit, 2003. "Distribution-free tests for independence against positive quadrant dependence: A generalization," Statistical Methods & Applications, Springer;Società Italiana di Statistica, vol. 12(1), pages 5-17, February.
    • Handle: RePEc:spr:stmapp:v:12:y:2003:i:1:d:10.1007_bf02511580
    DOI: 10.1007/BF02511580
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    References listed on IDEAS

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    1. R. Doornbos, 1956. "Significance of the smallest of a set of estimated normal variances 1," Statistica Neerlandica, Netherlands Society for Statistics and Operations Research, vol. 10(2), pages 117-126, June.
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    Cited by:

    1. M. Zargar & H. Jabbari & M. Amini, 2017. "Dependence structure and test of independence for some well-known bivariate distributions," Computational Statistics, Springer, vol. 32(4), pages 1423-1451, December.
    2. Gordon Anderson & Kinda Hachem, 2013. "Institutions and Economic Outcomes: A Dominance-Based Analysis," Econometric Reviews, Taylor & Francis Journals, vol. 32(1), pages 164-182, January.

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