Barbour, A D; Costi, M (1993). Correlation tests for nonlinear alternatives. Royal Statistical Society. Journal. Series B: Statistical Methodology, 55(2):541-548.
Full text not available from this repository.
A new class of statistics for detecting association between two variables is proposed. The statistics improve on traditional correlation coefficients by being sensitive to U-shaped and other non-linear relationships between the variables. If both variables are one dimensional, they can be simply defined in terms of ranks, so that their null distributions can in principle be tabulated. Asymptotic discrimination of order n<sup>-1/2</sup> is obtained for any alternative of a continuous functional relationship between the variables. Power against trend alternatives is investigated by simulation.
|Item Type:||Journal Article, refereed, original work|
|Communities & Collections:||07 Faculty of Science > Institute of Mathematics|
|Dewey Decimal Classification:||510 Mathematics|
|Deposited On:||12 Apr 2010 12:10|
|Last Modified:||27 Nov 2013 23:08|
|Free access at:||Related URL. An embargo period may apply.|
Users (please log in): suggest update or correction for this item
Repository Staff Only: item control page