  Hoeffding proved that Kendall's and Spearman's nonparametric measures of
correlation between two continuous random variables X and Y are each
asymptotically normal with an asymptotic variance of the form sigma^2/n --
provided the non-degeneracy condition sigma^2>0 holds, where sigma^2 is a
certain (always nonnegative) expression which is determined by the joint
distribution (say mu) of X and Y. Sufficient conditions for sigma^2>0 in terms
of the support set (say S) of mu are given, the same for both correlation
statistics. One of them is that there exist a rectangle with all its vertices
in S, sides parallel to the X and Y axes, and an interior point also in S.
Another sufficient condition is that the Lebesgue measure of S be nonzero.
