## The Annals of Statistics

### Asymptotic Theory for Measures of Concordance with Special Reference to Average Kendall Tau

#### Abstract

The problem of $n$ rankings is considered and the asymptotic distributions of measures of concordance based on rank correlations are derived under the null model of complete randomness. The Bahadur efficiencies of the measures are computed. A matrix analysis then reveals the asymptotic distribution and superior efficiency of average Kendall tau. Some interpretation of the results is also made.

#### Article information

Source
Ann. Statist., Volume 10, Number 4 (1982), 1269-1276.

Dates
First available in Project Euclid: 12 April 2007

https://projecteuclid.org/euclid.aos/1176345992

Digital Object Identifier
doi:10.1214/aos/1176345992

Mathematical Reviews number (MathSciNet)
MR673662

Zentralblatt MATH identifier
0523.62047

JSTOR