Correlation Tests for Non-Linear Alternatives
针对非线性备择关系的相关性检验
SUMMARY A new class of statistics for detecting association between two variables is proposed. The statistics improve on traditional correlation coefficients by being sensitive to U-shaped and other non-linear relationships between the variables. If both variables are one dimensional, they can be simply defined in terms of ranks, so that their null distributions can in principle be tabulated. Asymptotic discrimination of order n− 1/2 is obtained for any alternative of a…