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

Willem/Wim Albers

    Research output: Contribution to journalArticleAcademic

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    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 languageEnglish
    Pages (from-to)923-925
    JournalAnnals of statistics
    Volume6
    Issue number4
    DOIs
    Publication statusPublished - 1978

    Fingerprint

    Kendall's tau
    Spearman's coefficient
    Edgeworth Expansion
    Correlation coefficient
    Distribution Function
    Edgeworth expansion
    Distribution function
    Rank correlation

    Keywords

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

    Cite this

    @article{34e427f71f6544d48646792a7e8bff72,
    title = "A Note on the Edgeworth Expansion for the Kendall Rank Correlation Coefficient",
    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.",
    keywords = "characteristic function, Kendall rank correlation coefficient, Edgeworth expansion, IR-70391",
    author = "Willem/Wim Albers",
    year = "1978",
    doi = "10.1214/aos/1176344267",
    language = "English",
    volume = "6",
    pages = "923--925",
    journal = "Annals of statistics",
    issn = "0090-5364",
    publisher = "Institute of Mathematical Statistics",
    number = "4",

    }

    A Note on the Edgeworth Expansion for the Kendall Rank Correlation Coefficient. / Albers, Willem/Wim.

    In: Annals of statistics, Vol. 6, No. 4, 1978, p. 923-925.

    Research output: Contribution to journalArticleAcademic

    TY - JOUR

    T1 - A Note on the Edgeworth Expansion for the Kendall Rank Correlation Coefficient

    AU - Albers, Willem/Wim

    PY - 1978

    Y1 - 1978

    N2 - 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.

    AB - 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.

    KW - characteristic function

    KW - Kendall rank correlation coefficient

    KW - Edgeworth expansion

    KW - IR-70391

    U2 - 10.1214/aos/1176344267

    DO - 10.1214/aos/1176344267

    M3 - Article

    VL - 6

    SP - 923

    EP - 925

    JO - Annals of statistics

    JF - Annals of statistics

    SN - 0090-5364

    IS - 4

    ER -