On the asymptotic distribution of a general measure of monotone dependence

• 成果类型: Article
• 署名作者: Cifarelli, DM; Conti, PL; Regazzini, E
• 署名单位: Consiglio Nazionale delle Ricerche (CNR); Sapienza University Rome
• 刊物名称: ANNALS OF STATISTICS
• ISSN/ISSBN: 0090-5364
• 发表日期: 1996
• 页码: 1386-1399
• 关键词: INEQUALITIES; MARGINALS; orderings

摘要

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.