# 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

### 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

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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",
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journal = "Annals of statistics",
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publisher = "Institute of Mathematical Statistics",
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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.

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 -