Abstract
Large deviations for a class of rank tests of bivariate independence against positive quadrant dependence are derived. The test statistics are closely related to a function-valued measure of dependence (so-called monotonic dependence function). Some efficiency comparisons of new tests to Spearman’s rho are given under bivariate dependence models introduced recently by Lawrance and Lewis and by Raftery.
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© 1987 D. Reidel Publishing Company, Dordrecht, Holland
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Bajorski, P., Ledwina, T. (1987). Large Deviations and Bahadur Efficiency of Some Rank Tests of Independence. In: Bauer, P., Konecny, F., Wertz, W. (eds) Mathematical Statistics and Probability Theory. Springer, Dordrecht. https://doi.org/10.1007/978-94-009-3965-3_2
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DOI: https://doi.org/10.1007/978-94-009-3965-3_2
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