Some results to evaluate the performance of a nonparametric test of independence introduced by Borroni and Zenga (2007) are considered. Monte Carlo simulations are reported and the Pitman asymptotic relative efficiency of the test, compared to other classical competitors, is computed in the case of the Fairlie-Gumbel-Morgenstern distribution.

Borroni, C. (2008). Some Results about the Power of a Rank Correlation Test. In Atti della XLIV Riunione Scientifica. Padova : CLEUP Padova.

Some Results about the Power of a Rank Correlation Test

BORRONI, CLAUDIO GIOVANNI
2008

Abstract

Some results to evaluate the performance of a nonparametric test of independence introduced by Borroni and Zenga (2007) are considered. Monte Carlo simulations are reported and the Pitman asymptotic relative efficiency of the test, compared to other classical competitors, is computed in the case of the Fairlie-Gumbel-Morgenstern distribution.
abstract + slide
Nonparametric tests, Rank association measures, Asymptotic relative efficiency
English
XLIV Riunione Scientifica della Società Italiana di Statistica
978-88-6129-228-4
http://www.cleup.it/scheda_ok.php?isbn=9788861292284
Borroni, C. (2008). Some Results about the Power of a Rank Correlation Test. In Atti della XLIV Riunione Scientifica. Padova : CLEUP Padova.
Borroni, C
File in questo prodotto:
Non ci sono file associati a questo prodotto.

I documenti in IRIS sono protetti da copyright e tutti i diritti sono riservati, salvo diversa indicazione.

Utilizza questo identificativo per citare o creare un link a questo documento: https://hdl.handle.net/10281/3691
Citazioni
  • Scopus ND
  • ???jsp.display-item.citation.isi??? ND
Social impact