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Taux de résistance des tests de rang d'indépendance
Author(s) -
Capéraà Philippe,
Guillem Ana Isabel Garralda
Publication year - 1997
Publication title -
canadian journal of statistics
Language(s) - English
Resource type - Journals
SCImago Journal Rank - 0.804
H-Index - 51
eISSN - 1708-945X
pISSN - 0319-5724
DOI - 10.2307/3315361
Subject(s) - humanities , mathematics , context (archaeology) , statistics , combinatorics , philosophy , geography , archaeology
The resistance of tests to acceptance and rejection of null hypotheses was denned and studied by Ylvisaker in the context of one‐sample problems. This notion provides a measure of a test's resistance to outliers. In this paper, we propose an extension of this notion to rank‐based tests of independence for bivariate random variables. We show, among other things, that Kendall's test of independence is more resistant than Spearman's test.