Linear rank tests for independence in bivariate distributions—power comparisons by simulation
| Autor: | Egmar Rödel, Wolfgang Kössler |
|---|---|
| Rok vydání: | 2004 |
| Předmět: |
Statistics and Probability
Score test Rank (linear algebra) Applied Mathematics Conditional probability distribution Bivariate analysis Computational Mathematics Computational Theory and Mathematics Joint probability distribution Test score Statistics Van der Waerden test Independence (probability theory) Mathematics |
| Zdroj: | Computational Statistics & Data Analysis. 46:645-660 |
| ISSN: | 0167-9473 |
| Popis: | The powers of some usual linear rank tests of independence and of some adaptive tests are compared by simulation. The study shows that the Spearman test has, in comparison to the other linear rank tests considered, a relatively good power. However, for some distributions the exponential scores test or the van der Waerden test are better. Over all distributions considered the van der Waerden test exceeds the other tests, very densely followed by the Spearman test. Among the adaptive tests the test based on isotonized Alternative Conditional Expectation scores has the best power properties. |
| Databáze: | OpenAIRE |
| Externí odkaz: |
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