Testing independence in the presence of data missing completely at random

Abstract

The initial focus is on the general results related to the asymptotic properties of non-degenerate U-statistics when the data are missing completely at random. Then, the focus is on the problem of testing independence using the estimator of Kendall's Tau. Specifically, limiting results are provided when employing several commonly used imputation methods. In addition, the results of empirical power studies are summarized, and directions for further research are presented.