A study of the power and robustness of a new test for independence against contiguous alternatives
A study of the power and robustness of a new test for independence against contiguous alternatives
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研究针对邻近替代方案的独立性的新测试的功效和稳健性
DOI：
10.1214/16-ejs1107
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发表时间：
2016
影响因子：
1.1
通讯作者：
Wicher P. Bergsma
中科院分区：
文献类型：
--
作者：
S. Dhar;A. Dassios;Wicher P. Bergsma
在文献中已经提出了各种关联测度，当关联的随机变量是独立的时，这些测度等于零。然而，许多措施（例如，Kendall’s tau），甚至在随机变量之间存在关联的情况下也可以等于零。为了克服这个缺点，Bergsma和Dassios（2014）提出了对Kendall τ的修改（表示为τ π），当且仅当独立性成立时，它是非负的且为零。在这篇文章中，我们研究了零和连续选择下的τ和其他一些著名的关联测度的鲁棒性和渐近分布。基于这些渐近分布下的连续的替代品，我们研究的渐近功率的测试的基础上，在连续的替代品，并比较其性能与其他知名的测试在文献中的性能。
Various association measures have been proposed in the literature that equal zero when the associated random variables are independent. However many measures, (e.g., Kendall's tau), may equal zero even in the presence of an association between the random variables. In order to over- come this drawback, Bergsma and Dassios (2014) proposed a modification of Kendall's tau, (denoted as τ ∗), which is non-negative and zero if and only if independence holds. In this article, we investigate the robustness properties and the asymptotic distributions of τ ∗ and some other well-known measures of association under null and contiguous alternatives. Based on these asymptotic distributions under contiguous alternatives, we study the asymptotic power of the test based on τ ∗ under contiguous alternatives and compare its performance with the performance of other well-known tests available in the literature.