# A Note on the Edgeworth Expansion for the Kendall Rank Correlation Coefficient

Willem/Wim Albers

## Abstract

In this note it is shown how to some extent the Edgeworth expansion for the distribution function of Kendall's $\tau$ can be established by using a well-known general result on such expansions.
Original language English 923-925 Annals of statistics 6 4 https://doi.org/10.1214/aos/1176344267 Published - 1978

## Keywords

• characteristic function
• Kendall rank correlation coefficient
• Edgeworth expansion
• IR-70391