Multivariate nonparametric tests for independence

Bimal Kumar Sinha and H. S. Wieand

Journal of Multivariate Analysis, 1977, vol. 7, issue 4, 572-583

Abstract: Multivariate generalizations of Bhuchongkul's bivariate rank statistics [Ann. Math. Statist.35 (1964)] have been introduced and studied in this paper for the purpose of testing mulitvariate independence. It is shown that the test statistics can be expressed as rank statistics which are easy to compute, have asymptotic normal distributions, and can detect mutual dependence in alternatives which are pairwise independent. The tests are compared to the Puri-Sen-Gokhale [[8]] tests and a normal theory test [ [1]] using Pitman efficiency.

Keywords: Tests; of; independence; empirical; distribution; function; ranks; consistency; Bahadur; efficiencies; Pitmann; efficiencies (search for similar items in EconPapers)
Date: 1977
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Citations: View citations in EconPapers (2)

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