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.
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© 2010 Springer Science+Business Media, LLC
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Oja, H. (2010). Multivariate tests of independence. In: Multivariate Nonparametric Methods with R. Lecture Notes in Statistics(), vol 199. Springer, New York, NY. https://doi.org/10.1007/978-1-4419-0468-3_10
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DOI: https://doi.org/10.1007/978-1-4419-0468-3_10
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Publisher Name: Springer, New York, NY
Print ISBN: 978-1-4419-0467-6
Online ISBN: 978-1-4419-0468-3
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