17 citations · 64 across the 29 of their papers we have counts for
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Asymptotic relative efficiency of the Kendall and Spearman correlation statistics
Iosif Pinelis
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,…
An asymptotically optimal transform of Pearson's correlation statistic
Iosif Pinelis
It is shown that for any correlation-parametrized model of dependence and any given significance level , there is an asymptotically optimal transform of Pearson's correl…
Optimal-order bounds on the rate of convergence to normality for maximum likelihood estimators
Iosif Pinelis
It is well known that under general regularity conditions the distribution of the maximum likelihood estimator (MLE) is asymptotically normal. Very recently, bounds of the optimal…
A characterization of best unbiased estimators
Iosif Pinelis
A simple characterization of uniformly minimum variance unbiased estimators (UMVUEs) is provided (in the case when the sample space is finite) in terms of a linear independence con…
Asymptotic efficiency of p-mean tests for means in high dimensions
Iosif Pinelis
The asymptotic efficiency, ARE_{p,2}, of the tests for multivariate means theta in \R^d based on the p-means relative to the standard 2-mean, (approximate) likelihood ratio test (L…
Monotonicity properties of the asymptotic relative efficiency between common correlation statistics in the bivariate normal model
Raymond Molzon, Iosif Pinelis
Pearson's is the most common correlation statistic, used mainly in parametric settings. Most common among nonparametric correlation statistics are Spearman's and Kendall's. We show…