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Metrika

, Volume 65, Issue 1, pp 3–28 | Cite as

The Asymptotic Efficacies and Relative Efficiencies of Various Linear Rank Tests for Independence

  • Wolfgang KösslerEmail author
  • Egmar Rödel
Original Article
  • 57 Downloads

Abstract

In this paper we consider eight general models of independence, the Hájek–Šidák model, the Janssen–Mason model, Konijn’s model, Steffensen’s model, the Farlie model, the bivariate Gamma distribution, the Mardia model and the Frechet model. The asymptotic efficacies and relative efficiencies of various linear rank tests are computed. It turns out that the asymptotic power depends heavily on the underlying model. However, for the vast majority of considered models, the Spearman test is, asymptotically, a good choice.

Keywords

Spearman test van der Waerden test Exponential scores test Koziol-Nemec test Gastwirth-test Long-tail test Hogg–Fisher–Randles test 

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Copyright information

© Springer-Verlag 2006

Authors and Affiliations

  1. 1.Institut für InformatikHumboldt-Universität zu BerlinBerlinGermany

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