On the asymptotic normality of rank tests for independence

We show that the commonly used linear rank tests for independence have certain continuity properties with respect to the score functions which are applied to the ranks. Using these properties, we derive the asymptotic normality of the test statistics under general conditions. These conditions are cl...

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Bibliographic Details
Published in:Journal of statistical planning and inference 1997-06, Vol.61 (2), p.279-296
Main Author: Meier, Ulrich
Format: Article
Language:English
Subjects:
Asymptotic normality
Rank tests for independence
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Summary:We show that the commonly used linear rank tests for independence have certain continuity properties with respect to the score functions which are applied to the ranks. Using these properties, we derive the asymptotic normality of the test statistics under general conditions. These conditions are closely related to those under which simple linear rank statistics are known to be asymptotically normal.
ISSN:0378-3758
1873-1171
DOI:10.1016/S0378-3758(96)00179-6