A modified Spearman's rho parameter-free test statistic for early detection of newly emerging phenomena


Tanıl H. , Kozan A.

COMMUNICATIONS IN STATISTICS-SIMULATION AND COMPUTATION, 2019 (SCI İndekslerine Giren Dergi) identifier identifier

  • Cilt numarası:
  • Basım Tarihi: 2019
  • Doi Numarası: 10.1080/03610918.2019.1702211
  • Dergi Adı: COMMUNICATIONS IN STATISTICS-SIMULATION AND COMPUTATION

Özet

This paper presents a new and powerful parameter-free test statistic for early detection of newly emerging phenomena, especially for small sample sizes. The exact distribution of the proposed test statistic is obtained. First four cumulants of it and its critical values at some selected levels of significances are calculated and summarized. A comparative simulation study is performed with some well-known rank-based tests to see its power performance.