Testing for independence: Saddlepoint approximation to associated permutation distributions

@inproceedings{AbdElfattah2009TestingFI,
  title={Testing for independence: Saddlepoint approximation to associated permutation distributions},
  author={Ehab F. Abd-Elfattah},
  year={2009}
}
One of the most popular class of tests for independence be- tween two random variables is the general class of rank statistics which are invariant under permutations. This class contains Spearman's coefficient of rank correlation statistic, Fisher-Yates statistic, weighted Mann statistic and others. Under the null hypothesis of independence these test statis- tics have a permutation distribution that is usually approximated by using asymptotic normal theory to determine p-values for these tests… CONTINUE READING