BKROSENBLATT: Stata module for Blum, Kiefer and Rosenblatt test of bivariate independence

Nicholas Cox

Statistical Software Components from Boston College Department of Economics

Abstract: bkrosenblatt provides a test of bivariate independence due to Blum, Kiefer and Rosenblatt (Ann. Math. Stat. 1961), itself a variant on a test due to Hoeffding (Ann. Math. Stat. 1948). P-values are computed or indicated following the work of Mudholkar and Wilding (Statistician 2003, J. Stat. Planning and Inference 2005).

Language: Stata
Requires: Stata version 9.2
Keywords: nonparametric; bivariate independence; association (search for similar items in EconPapers)
Date: 2007-10-15, Revised 2021-03-14
Note: This module should be installed from within Stata by typing "ssc install bkrosenblatt". The module is made available under terms of the GPL v3 (https://www.gnu.org/licenses/gpl-3.0.txt). Windows users should not attempt to download these files with a web browser.
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Downloads: (external link)
http://fmwww.bc.edu/repec/bocode/b/bkrosenblatt.ado program code (text/plain)
http://fmwww.bc.edu/repec/bocode/b/bkrosenblatt.sthlp help file (text/plain)

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