On a modification of the hoeffding-blum-kiefer-rosenblatt independence criterion
作者:
L. Baringhaus,
期刊:
Communications in Statistics - Simulation and Computation
(Taylor Available online 1994)
卷期:
Volume 23,
issue 3
页码: 683-689
ISSN:0361-0918
年代: 1994
DOI:10.1080/03610919408813193
出版商: Marcel Dekker, Inc.
关键词: Independence test;invariance with respect to strictly monotone transformations;Monte Carlo simulation
数据来源: Taylor
摘要:
The test statistic of Hoeffding-Blum-Kiefer-Rosenblatt for testing the hypothesis of independenceis modified so as to get a procedure which is invariant with respect to strictly monotone transformations of the components. It is shown by simulation that the limiting null distribution providesanapproximation which is more accurate
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