NONPARAMETRIC TEST OF TOTAL INDEPENDENCE BASED ON KENDALLS TAU
成果类型：
Article
署名作者：
SIMON, G
署名单位：
State University of New York (SUNY) System; Stony Brook University
刊物名称：
BIOMETRIKA
ISSN/ISSBN：
0006-3444
DOI：
10.2307/2335694
发表日期：
1977
页码：
277282
关键词：
摘要：
For a K-dimensional data set, compute all the 1/2K(K-1) Kendall''s taus and in addition compute multivariate generalizations of tau. Under the hypothesis of total independence in K dimensions, the computed quantities can be shown to have asymptotic normal distributions, thereby permitting a test of the total independence hypothesis. Significant taus will provide information about nonindependence.
来源URL：