The Annals of Statistics
- Ann. Statist.
- Volume 24, Number 3 (1996), 1386-1399.
On the asymptotic distribution of a general measure of monotone dependence
In this paper the asymptotic normality of a class of statistics, including Gini's index of cograduation and Spearman's rank correlation coefficient, is proved. The asymptotic normality is stated under a large class of alternatives including the bivariate distributions corresponding to a condition of lack of association introduced in Section 3. The problems of testing the hypothesis of lack of association and of constructing confidence intervals for the population index of cograduation are also considered.
Ann. Statist., Volume 24, Number 3 (1996), 1386-1399.
First available in Project Euclid: 20 September 2002
Permanent link to this document
Digital Object Identifier
Mathematical Reviews number (MathSciNet)
Zentralblatt MATH identifier
Cifarelli, Donato Michele; Conti, Pier Luigi; Regazzini, Eugenio. On the asymptotic distribution of a general measure of monotone dependence. Ann. Statist. 24 (1996), no. 3, 1386--1399. doi:10.1214/aos/1032526975. https://projecteuclid.org/euclid.aos/1032526975