RUS  ENG    JOURNALS   PEOPLE   ORGANISATIONS   CONFERENCES   SEMINARS   VIDEO LIBRARY   PACKAGE AMSBIB
General information
Latest issue
Archive
Impact factor
Subscription
Guidelines for authors
Submit a manuscript

Search papers
Search references

RSS
Latest issue
Current issues
Archive issues
What is RSS



Teor. Veroyatnost. i Primenen.:
Year:
Volume:
Issue:
Page:
Find






Personal entry:
Login:
Password:
Save password
Enter
Forgotten password?
Register


Teor. Veroyatnost. i Primenen., 2000, Volume 45, Issue 2, Pages 236–250 (Mi tvp461)  

Multivariate rank correlations: a Gaussian field on a direct product of spheres

V. I. Piterbarg, Yu. N. Tyurin

M. V. Lomonosov Moscow State University, Faculty of Mechanics and Mathematics

Abstract: An asymptotic decision rule of testing for the independence of components of a random vector is suggested. The rule is based on ranking of linear coordinates of observations and on application of Roy's “union-intersection principle”.

Keywords: multivariate sample ranks, Kendall's tau, weak convergence.

DOI: https://doi.org/10.4213/tvp461

Full text: PDF file (716 kB)

English version:
Theory of Probability and its Applications, 2001, 45:2, 246–257

Bibliographic databases:

Received: 26.08.1997

Citation: V. I. Piterbarg, Yu. N. Tyurin, “Multivariate rank correlations: a Gaussian field on a direct product of spheres”, Teor. Veroyatnost. i Primenen., 45:2 (2000), 236–250; Theory Probab. Appl., 45:2 (2001), 246–257

Citation in format AMSBIB
\Bibitem{PitTyu00}
\by V.~I.~Piterbarg, Yu.~N.~Tyurin
\paper Multivariate rank correlations: a Gaussian field on a direct product of spheres
\jour Teor. Veroyatnost. i Primenen.
\yr 2000
\vol 45
\issue 2
\pages 236--250
\mathnet{http://mi.mathnet.ru/tvp461}
\crossref{https://doi.org/10.4213/tvp461}
\mathscinet{http://www.ams.org/mathscinet-getitem?mr=1967755}
\zmath{https://zbmath.org/?q=an:1061.62534}
\transl
\jour Theory Probab. Appl.
\yr 2001
\vol 45
\issue 2
\pages 246--257
\crossref{https://doi.org/10.1137/S0040585X97978208}
\isi{http://gateway.isiknowledge.com/gateway/Gateway.cgi?GWVersion=2&SrcApp=PARTNER_APP&SrcAuth=LinksAMR&DestLinkType=FullRecord&DestApp=ALL_WOS&KeyUT=000169004700005}


Linking options:
  • http://mi.mathnet.ru/eng/tvp461
  • https://doi.org/10.4213/tvp461
  • http://mi.mathnet.ru/eng/tvp/v45/i2/p236

    SHARE: VKontakte.ru FaceBook Twitter Mail.ru Livejournal Memori.ru


    Citing articles on Google Scholar: Russian citations, English citations
    Related articles on Google Scholar: Russian articles, English articles
  • Теория вероятностей и ее применения Theory of Probability and its Applications
    Number of views:
    This page:289
    Full text:43
    First page:28

     
    Contact us:
     Terms of Use  Registration  Logotypes © Steklov Mathematical Institute RAS, 2020