A Note on the Edgeworth Expansion for the Kendall Rank Correlation Coefficient

Albers, W. (1978) A Note on the Edgeworth Expansion for the Kendall Rank Correlation Coefficient. Annals of Statistics, 6 (4). pp. 923-925. ISSN 0090-5364

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Abstract:	In this note it is shown how to some extent the Edgeworth expansion for the distribution function of Kendall's $\tau$ can be established by using a well-known general result on such expansions.
Item Type:	Article
Copyright:	© 1978 Institute of Mathematical Statistics
Faculty:	Electrical Engineering, Mathematics and Computer Science (EEMCS)
Research Group:	Statistics and Probability (SP)
Link to this item:	http://purl.utwente.nl/publications/70391
Official URL:	http://dx.doi.org/10.1214/aos/1176344267
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