A Note on the Edgeworth Expansion for the Kendall Rank Correlation Coefficient
The Annals of Statistics · 1978 · Volume 6 · Issue 4
Abstract
In this note it is shown how to some extent the Edgeworth expansion for the distribution function of Kendall's $\tau$ can be established by using a well-known general result on such expansions.
Keywords
62G10, 62G20, Characteristic function, Edgeworth expansion, Kendall rank correlation coefficient
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