Assessing Large Sets of Rank Correlations
该文证明了一个针对独立分布向量的秩相关系数的泊松极限定理，从而推导出最大秩相关系数的渐近分布，并通过模拟验证了尾部近似的准确性，可用于评估大相关系数的显著性。
A recent Poisson limit theorem for dissociated random variables is shown to apply to rank correlation coefficients which have been calculated from independently distributed vectors. This allows the asymptotic distribution of the largest of the rank correlations to be derived. Simulations show that the asymptotic approximations are close in the tails of the distributions. An example indicates how these approximations can be used to assess the significance of the large correlation coefficients.