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Multivariate tests of independence

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

Abstract

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.

Keywords

Canonical Correlation Multivariate Normal Distribution Multivariate Test Spatial Sign Noncentrality Parameter 
These keywords were added by machine and not by the authors. This process is experimental and the keywords may be updated as the learning algorithm improves.

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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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