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A Nonparametric Test of Total Independence Based on Kendall's Tau

✍ Scribed by Gary Simon


Book ID
124280225
Publisher
Oxford University Press
Year
1977
Tongue
English
Weight
691 KB
Volume
64
Category
Article
ISSN
0006-3444

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The least squares estimator of a regression coefficient p is vulnerable to gross errors and the associated confidence interval is, in addition, sensitive to non-normality of the parent distribution. In this paper, a simple and robust (point as well as interval) estimator of B based on Kendall's [6]