A Nonparametric Test of Independence Between Two Vectors.

Autor: Gieser, Peter W., Randles, Ronald H.
Předmět:
Zdroj: Journal of the American Statistical Association; Jun97, Vol. 92 Issue 438, p561-567, 7p, 3 Charts, 4 Graphs
Abstrakt: Proposes a statistic, ... based on interdirections for testing whether two vector-valued quantities are dependent. Problems on detecting dependence between two random vectors; Interdirections to produce affine-invariant test statistic; Pitman asymptotic relative efficiencies (AREs); Application of the nonparametric test; Conclusions.
Databáze: Complementary Index