Multivariate tests of independence

  • Hannu Oja
Part of the Lecture Notes in Statistics book series (LNS, volume 199)


Multivariate extensions of the quadrant test by Blomqvist (1950) and Kendall’s tau and Spearman’s rho statistics are discussed. Asymptotic theory is given to approximate the null distributions as well as to calculate limiting Pitman efficiencies. The tests are compared to the classical Wilks’ (Wilks, 1935) test.


Canonical Correlation Multivariate Normal Distribution Multivariate Test Spatial Sign Noncentrality Parameter 
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Copyright information

© Springer Science+Business Media, LLC 2010

Authors and Affiliations

  1. 1.Tampere School of Public HealthUniversity of TampereTampereFinland

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