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A test for correlation based on Kendall’s tau. (English) Zbl 0696.62215

Summary: A consistent estimator for the variance of Kendall’s tau is proposed which allows for testing the hypothesis of no correlation in a bivariate distribution. The null distribution of the test statistic is tabulated under independence, and the properties of the test are discussed.

MSC:

62G10 Nonparametric hypothesis testing
62H20 Measures of association (correlation, canonical correlation, etc.)
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References:

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