论文标题
Kendall和Spearman相关统计的渐近相对效率
Asymptotic relative efficiency of the Kendall and Spearman correlation statistics
论文作者
论文摘要
在模型的某些平稳性和非修复属性方面，给出了Pitman的Kendall和Spearman相关性统计的必要且充分的条件。获得相应的易于使用和广泛适用的条件，然后在几种已知的依赖模型上进行说明。使用某些特殊构造的依赖模型证明了上述必要和充分条件的平稳性和/或非平稳性部分的存在或不存在的影响。开发了一个更通用的Pitman版本，更广泛，更易于检查适用性的条件。然后在本文的其余部分中使用的AS版本也可能具有其他位置的价值。
A necessary and suffcient condition for Pitman's asymptotic relative effciency (ARE) of the Kendall and Spearman correlation statistics for the independence test to be 1 is given, in terms of certain smoothness and nondegeneracy properties of the model. Corresponding easy to use and broadly applicable sufficient conditions are obtained, which are then illustrated on several known models of dependence. Effects of the presence or absence of the smoothness and/or nondegeneracy parts of the mentioned necessary and suffcient condition are demonstrated using certain specially constructed dependence models. A more general (than usual) version of Pitman's ARE is developed, with broader and easier to check conditions of applicability. This version of the ARE, which is then used in the rest of the paper, may also be of value elsewhere.
