Journal of the Korean Data and Information Science Society

The Korean Data and Information Science Society (한국데이터정보과학회)
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Asymptotic Distribution of a Nonparametric Multivariate Test Statistic for Independence

  • Published : 2001.04.30
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Abstract

A multivariate statistic based on interdirection is proposed for detecting dependence among many vectors. The asymptotic distribution of the proposed statistic is derived under the null hypothesis of independence. Also we find the asymptotic distribution under the alternatives contiguous to the null hypothesis, which is needed for later use of computing relative efficiencies.

Keywords

References

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  5. Journal of the American Statistical Association v.84 A distribution-free multivariate sign test based on inter-directions Randles, R.H.