A Mann–Whitney scan statistic for continuous data
Lionel Cucala
Communications in Statistics - Theory and Methods, 2016, vol. 45, issue 2, 321-329
Abstract:
A new method is proposed for identifying clusters in continuous data indexed by time or by space. The scan statistic we introduce is derived from the well-known Mann–Whitney statistic. It is completely non parametric as it relies only on the ranks of the marks. This scan test seems to be very powerful against any clustering alternative. These results have applications in various fields, such as the study of climate data or socioeconomic data.
Date: 2016
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Persistent link: https://EconPapers.repec.org/RePEc:taf:lstaxx:v:45:y:2016:i:2:p:321-329
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DOI: 10.1080/03610926.2013.806667
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