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Locally optimal rank tests for independence

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  • Rudnicki, Jerzy

Abstract

The problem of testing the hypothesis of independence against multiparametrical set of alternatives is considered. Rank tests, having some locally maximin property are studied and a certain characterization of these tests is given. Finite sample and asymptotic test statistics in a restricted class of tests are derived.

Suggested Citation

  • Rudnicki, Jerzy, 1984. "Locally optimal rank tests for independence," Statistics & Probability Letters, Elsevier, vol. 2(2), pages 83-89, March.
    • Handle: RePEc:eee:stapro:v:2:y:1984:i:2:p:83-89
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