Skip to main content

Multivariate tests of independence

  • Chapter
  • First Online:
  • 5965 Accesses

Part of the book series: Lecture Notes in Statistics ((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.

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

Buying options

Chapter
USD   29.95
Price excludes VAT (USA)
  • Available as PDF
  • Read on any device
  • Instant download
  • Own it forever
eBook
USD   84.99
Price excludes VAT (USA)
  • Available as PDF
  • Read on any device
  • Instant download
  • Own it forever
Softcover Book
USD   109.99
Price excludes VAT (USA)
  • Compact, lightweight edition
  • Dispatched in 3 to 5 business days
  • Free shipping worldwide - see info

Tax calculation will be finalised at checkout

Purchases are for personal use only

Learn about institutional subscriptions

Preview

Unable to display preview. Download preview PDF.

Unable to display preview. Download preview PDF.

Author information

Authors and Affiliations

Authors

Corresponding author

Correspondence to Hannu Oja .

Rights and permissions

Reprints and permissions

Copyright information

© 2010 Springer Science+Business Media, LLC

About this chapter

Cite this chapter

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

Download citation

Publish with us

Policies and ethics