A nonparametric test for trend based on initial ranks
| Autor: | Glenn Hofmann, Narayanaswamy Balakrishnan |
|---|---|
| Rok vydání: | 2006 |
| Předmět: |
Statistics and Probability
Statistics::Theory Sequence Scale (ratio) Applied Mathematics Nonparametric statistics Power simulation Test (assessment) Trend analysis Modeling and Simulation Statistics Correlation analysis Econometrics Statistics::Methodology Statistics Probability and Uncertainty Mathematics Statistical hypothesis testing |
| Zdroj: | Journal of Statistical Computation and Simulation. 76:829-837 |
| ISSN: | 1563-5163 0094-9655 |
| Popis: | We compare the power of several nonparametric statistics for testing the hypothesis of an i.i.d. sequence against the alternative of an increasing trend in location or scale. We introduce a new test based on initial ranks and display it to perform consistently as good as or better than the classical tests due to Kendall and Spearman. The same is true for a test based on inverse-normally transformed ranks. |
| Databáze: | OpenAIRE |
| Externí odkaz: |
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