Locally optimal rank tests for independence |
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| Authors: | Jerzy Rudnicki |
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| Institution: | Systems Research Institute, Polish Academy of Sciences, 01-447 Warsaw, Poland |
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| Abstract: | The problem of testing the hypothesis of independence against multiparametrical set of alternatives is considered. Rank tests, having some locally maximin property are studied and a certain characterization of these tests is given. Finite sample and asymptotic test statistics in a restricted class of tests are derived. |
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| Keywords: | rank tests for independence locally optimal rank test maximin test |
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