IDEAS home Printed from https://ideas.repec.org/h/spr/sprchp/978-3-642-57338-5_34.html
   My bibliography  Save this book chapter

Tests of Independence Based on Sign and Rank Covariances

In: Developments in Robust Statistics

Author

Listed:
  • S. Taskinen

    (University of Jyväskylä, Department of Mathematics and Statistics)

  • A. Kankainen

    (University of Jyväskylä, Department of Mathematics and Statistics)

  • H. Oja

    (University of Jyväskylä, Department of Mathematics and Statistics)

Abstract

Summary In this paper three different concepts of bivariate sign and rank, namely marginal sign and rank, spatial sign and rank and affine equivariant sign and rank, are considered. The aim is to see whether these different sign and rank covariances can be used to construct tests for the hypothesis of independence. In some cases (spatial sign, affine equivariant sign and rank) an additional assumption on the symmetry of marginal distribution is needed. Limiting distributions of test statistics under the null hypothesis as well as under interesting sequences of contiguous alternatives are derived. Asymptotic relative efficiencies with respect to the regular correlation test are calculated and compared. Finally the theory is illustrated by a simple example.

Suggested Citation

  • S. Taskinen & A. Kankainen & H. Oja, 2003. "Tests of Independence Based on Sign and Rank Covariances," Springer Books, in: Rudolf Dutter & Peter Filzmoser & Ursula Gather & Peter J. Rousseeuw (ed.), Developments in Robust Statistics, pages 387-403, Springer.
    • Handle: RePEc:spr:sprchp:978-3-642-57338-5_34
    DOI: 10.1007/978-3-642-57338-5_34
    as

    Download full text from publisher

    To our knowledge, this item is not available for download. To find whether it is available, there are three options:
    1. Check below whether another version of this item is available online.
    2. Check on the provider's web page whether it is in fact available.
    3. Perform a
    for a similarly titled item that would be available.

    More about this item

    Keywords

    ;
    ;
    ;
    ;
    ;

    Statistics

    Access and download statistics

    Corrections

    All material on this site has been provided by the respective publishers and authors. You can help correct errors and omissions. When requesting a correction, please mention this item's handle: RePEc:spr:sprchp:978-3-642-57338-5_34. See general information about how to correct material in RePEc.

    If you have authored this item and are not yet registered with RePEc, we encourage you to do it here. This allows to link your profile to this item. It also allows you to accept potential citations to this item that we are uncertain about.

    We have no bibliographic references for this item. You can help adding them by using this form .

    If you know of missing items citing this one, you can help us creating those links by adding the relevant references in the same way as above, for each refering item. If you are a registered author of this item, you may also want to check the "citations" tab in your RePEc Author Service profile, as there may be some citations waiting for confirmation.

    For technical questions regarding this item, or to correct its authors, title, abstract, bibliographic or download information, contact: Sonal Shukla or Springer Nature Abstracting and Indexing (email available below). General contact details of provider: http://www.springer.com .

    Please note that corrections may take a couple of weeks to filter through the various RePEc services.

    IDEAS is a RePEc service. RePEc uses bibliographic data supplied by the respective publishers.