Ranks

M. Hallin

    Research output: Chapter in Book/Report/Conference proceedingChapterScientificpeer-review

    Abstract

    Rank tests were introduced as a reaction against the traditional assumption of Gaussian observations. The most attractive feature of ranks and rank statistics is that they are distribution-free, and thus, in principle, allow for exact critical values, irrespective of the underlying distribution of the observation. Their domain of application is, mainly but not exclusively, the class of semiparametric models obtained from the traditional parametric ones (location, scale, regression, autoregression, etc.) by treating the density of the underlying error or noise as an unspecified nuisance. Their popularity is explained by their success in a variety of practical situations, and their robustness against deviations from standard distributional assumptions.
    Original languageEnglish
    Title of host publicationEncyclopedia of Environmetrics, 2nd Edition
    EditorsW. Piegorsch, A. El Shaarawi
    PublisherWiley
    Pages2135-2152
    Number of pages3510
    ISBN (Print)9780470973882
    Publication statusPublished - 2012

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  • Cite this

    Hallin, M. (2012). Ranks. In W. Piegorsch, & A. El Shaarawi (Eds.), Encyclopedia of Environmetrics, 2nd Edition (pp. 2135-2152). Wiley.