A Distribution-Free Test for Related Correlation Coefficients
作者:
DouglasA. Wolfe,
期刊:
Technometrics
(Taylor Available online 1977)
卷期:
Volume 19,
issue 4
页码: 507-509
ISSN:0040-1706
年代: 1977
DOI:10.1080/00401706.1977.10489593
出版商: Taylor & Francis Group
关键词: Related correlation coefficients;Nonparametric;Distribution-free test;Best linear predictor
数据来源: Taylor
摘要:
Let (X1,X2,Xs) be a continuous, trivariate random vector for which it is of interest to compare the correlation betweenX1andX2with that betweenX3andX1. This problem is important, for example when bothX2andX3are potential linear predictors forX1or, more generally, whenever the variable (X1.X2,X3) represents a triplet of measurements on the same individual and correlation comparisons are desired. In this note it is shown that an exact distribution-free test for such problems can he based on a single Kendall correlation coellicient.
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