Asymptotic convergence in distribution for spearman's rank correlation coefficient

The Edgeworth expansion for the distribution function of Spearman's rank correlation coefficient may be used to show that the rates of convergence for the normal and Pearson type II approximations are l/nand l/n 2 respectively. Using the Edgeworth expansion up to terms involving the sixth momen...

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Veröffentlicht in:	Communications in statistics. Simulation and computation 1988-01, Vol.17 (4), p.1449-1452
1. Verfasser:	Henery, R. J.
Format:	Artikel
Sprache:	eng
Schlagworte:	asymptotic convergence Distribution theory Edgeworth expansion Exact sciences and technology Mathematics Probability and statistics Sciences and techniques of general use Spearman's Rho Statistics
Online-Zugang:	Volltext
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