Skip to main content
SpringerLink
Log in

Locally Most Powerful and Other Rank Tests for Independence – with a Contaminated Weighted Alternative

  • Original Article
  • Published:
Metrika Aims and scope Submit manuscript

Abstract

Several authors in the literature have attempted the quantification of the concept of stochastic dependence for bivariate distribution. Two weighted rank tests for testing independence against a weighted contamination alternative is proposed and their distributional properties are studied. We also derived a locally most powerful rank test for the alternative setting. The rank tests proposed are shown to be asymptotic locally most powerful for specific distributions.

This is a preview of subscription content, log in via an institution to check access.

Access this article

Log in via an institution

Price excludes VAT (USA)
Tax calculation will be finalised during checkout.

Instant access to the full article PDF.

Institutional subscriptions

Similar content being viewed by others

References

  • Conover WJ (2002) Some locally most powerful rank tests for correlation. J Mod Appli Stat Methods 1(1):19–23

    Google Scholar 

  • Hajek J, Sidak Z (1967) Theory of rank tests. Academic New York

  • Iman RL (1987) Tables of the exact quantiles of the top down correlation coefficient for n=3(1)14. Comm Stat Ser A 16:1513–1540

    Article  MATH  MathSciNet  Google Scholar 

  • Iman RL, Conover WJ (1987) A measure of top-down correlation. Technometrics 29:351–357

    Article  MATH  Google Scholar 

  • Kendall DG (1938) A new measure of rank correlation. Biometrika 30:81–93

    Article  MATH  MathSciNet  Google Scholar 

  • Salama IA, Quade D (1982) A non-parametric comparison of two multiple regressions by means of a weighted measure of correlation. Comm Statist Ser A 11:1185–1195

    Article  MATH  MathSciNet  Google Scholar 

  • Savage IR (1956) Contributions to the theory of rank order statistics – the two-sample case. Ann Math Statist 27:590–615

    MATH  MathSciNet  Google Scholar 

  • Shieh GS (1998) A weighted Kendall’s tau statistic. Stat Probab Lett 39:17–24

    Article  MATH  MathSciNet  Google Scholar 

  • Shirahata S (1974) Locally most powerful rank tests for independence. Bull Math Stat 16:11–21

    MATH  MathSciNet  Google Scholar 

  • Spearman C (1904) The proof and measurement of association between two things. Am J Psych 15:72–101

    Article  Google Scholar 

Download references

Author information

Authors and Affiliations

  1. Department of Statistics, Karnatak Arts College, Dharwad, 580001, India

    Parameshwar V. Pandit

Authors
  1. Parameshwar V. Pandit
    View author publications

    You can also search for this author in PubMed Google Scholar

Corresponding author

Correspondence to Parameshwar V. Pandit.

Rights and permissions

Reprints and permissions

About this article

Cite this article

Pandit, P.V. Locally Most Powerful and Other Rank Tests for Independence – with a Contaminated Weighted Alternative. Metrika 64, 379–387 (2006). https://doi.org/10.1007/s00184-006-0056-9

Download citation

  • Received:

  • Published:

  • Issue Date:

  • DOI: https://doi.org/10.1007/s00184-006-0056-9

Keywords

Search

Navigation