Intraclass Rank Tests for Independence
提出了一种Spearman型类内秩检验方法,用于检验双变量总体的独立性,适用于已知边际分布相同的情况,在小样本下表现优于传统Spearman检验。
An intraclass rank test of Spearman type is proposed to test for independence in a bivariate population. The test is useful when there is prior information that the population has the same marginal distributions. It is shown that the proposed test is asymptotically equivalent to Spearman's test under the null hypothesis of independence and its contiguous alternatives and is empirically better than that in the case of small sample sizes.