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

W. Albers

doi:10.1214/aos/1176344267

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

W. Albers

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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 language	English
Pages (from-to)	923-925
Journal	Annals of statistics
Volume	6
Issue number	4
DOIs	https://doi.org/10.1214/aos/1176344267
Publication status	Published - 1978

Keywords

characteristic function
Kendall rank correlation coefficient
Edgeworth expansion
IR-70391

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Albers78noteFinal published version, 249 KB

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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 \$\textbackslash{}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 = "W. 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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AU - Albers, W.

PY - 1978

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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

SN - 0090-5364

VL - 6

SP - 923

EP - 925

JO - Annals of statistics

JF - Annals of statistics

IS - 4

ER -

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

Abstract

Keywords

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