Journal of the Japan Statistical Society, Japanese Issue
Online ISSN : 2189-1478
Print ISSN : 0389-5602
ISSN-L : 0389-5602
RANK STATISTICS TO MEASURE THE DEGREE OF ASSOCIATION
Shingo ShirahataTakaharu Araki
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1984 Volume 14 Issue 1 Pages 19-28

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Abstract
In this paper, we consider rank statistics to measure the degree of association of ranked data. The association we want to consider is not only the monotone association but the departure from the uniformity of the distribution of ranks. Hence, the ordinary linear rank statistics are not necessarily adequate. Two classes of statistics are to be considered. The statistics which belong to one class are based on the rank regression coefficients. The statistics in the other class are extended versions of the rank serial correlation coefficient. The asymptotic as well as exact properties of our statistics are developed under the hypothesis of no association and numerical examples are given.
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