The Asymptotic Efficacies and Relative Efficiencies of Various Linear Rank Tests for Independence
The Asymptotic Efficacies and Relative Efficiencies of Various Linear Rank Tests for Independence
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各种独立性线性秩检验的渐近有效性和相对效率
DOI：
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发表时间：
2006
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通讯作者：
E. Rödel
中科院分区：
文献类型：
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作者：
W. Kössler;E. Rödel
在本文中，我们考虑了八种一般的独立性模型，即Hájek-Šidák模型、Janssen-Mason模型、Konijn模型、Steffensen模型、Farlie模型、二元伽玛分布、Mardia模型和Frechet模型。计算了各种线性秩检验法的渐近效率和相对效率。事实证明，渐近能力在很大程度上取决于潜在的模型。然而，对于绝大多数被考虑的模型来说，斯皮尔曼检验在渐进性上是一个好的选择。
In this paper we consider eight general models of independence, the Hájek–Šidák model, the Janssen–Mason model, Konijn’s model, Steffensen’s model, the Farlie model, the bivariate Gamma distribution, the Mardia model and the Frechet model. The asymptotic efficacies and relative efficiencies of various linear rank tests are computed. It turns out that the asymptotic power depends heavily on the underlying model. However, for the vast majority of considered models, the Spearman test is, asymptotically, a good choice.