Recently Borroni and Zenga (2007) proposed a new nonparametric test for independence; the corresponding test-statistic Dn is based on Gini’s mean difference computed on the total ranks obtained on the basis of two rankings of a sample of n units. The considered test is a competitor of classical tools such as Sperman’s rho, Kendall’s tau and Gini’s cograduation index. While some research work has been done to evaluate the performance of Dn in small samples, this paper reports some further asymptotical results. The Pitman asymptotic relative efficiency (ARE) of Dn with respect to its competitors is computed for the Fairlie-Gumbel-Morgenstern distribution. In addition, some simulation results are reported for other families of distribution where the computation of the ARE poses some technical difficulties.
|Citazione:||Borroni, C.G. (2009). Evaluating the asymptotic performance of a test for independence based on ranks. FAR EAST JOURNAL OF THEORETICAL STATISTICS, 27(1), 57-71.|
|Tipo:||Articolo in rivista - Articolo scientifico|
|Carattere della pubblicazione:||Scientifica|
|Titolo:||Evaluating the asymptotic performance of a test for independence based on ranks|
|Data di pubblicazione:||2009|
|Rivista:||FAR EAST JOURNAL OF THEORETICAL STATISTICS|
|Appare nelle tipologie:||01 - Articolo su rivista|