Multivariate nonparametric tests for independence
| Autor: | H. S. Wieand, Bimal K. Sinha |
|---|---|
| Rok vydání: | 1977 |
| Předmět: |
Statistics and Probability
Pairwise independence Numerical Analysis Multivariate statistics consistency Nonparametric statistics Bahadur efficiencies Bivariate analysis Tests of independence empirical distribution function Normal distribution Statistics Statistics Probability and Uncertainty ranks Pitmann efficiencies Mutual dependence Independence (probability theory) Mathematics Statistical hypothesis testing |
| Zdroj: | Journal of Multivariate Analysis. 7:572-583 |
| ISSN: | 0047-259X |
| Popis: | Multivariate generalizations of Bhuchongkul's bivariate rank statistics [ Ann. Math. Statist. 35 (1964)] have been introduced and studied in this paper for the purpose of testing mulitvariate independence. It is shown that the test statistics can be expressed as rank statistics which are easy to compute, have asymptotic normal distributions, and can detect mutual dependence in alternatives which are pairwise independent. The tests are compared to the Puri-Sen-Gokhale [ Sankyh a Ser. A 32 (1970) ] tests and a normal theory test [ Anderson, “An Introduction to Statistical Analysis,” Wiley, 1958 ] using Pitman efficiency. |
| Databáze: | OpenAIRE |
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