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Rank Statistics

Iickho Song, So Ryoung Park, Wenyi Zhang and Seungwon Lee
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Iickho Song: Korea Advanced Institute of Science and Technology (KAIST), School of Electrical Engineering
So Ryoung Park: The Catholic University of Korea, School of Information, Communications, and Electronics Engineering
Wenyi Zhang: University of Science and Technology of China, School of Information Science and Technology
Seungwon Lee: Samsung Electronics, Modem Development Team

Chapter Chapter 3 in Fundamentals of Order and Rank Statistics, 2024, pp 203-294 from Springer

Abstract: Abstract Ranks and magnitude ranks are closely related with order and magnitude order statistics discussed in Chap. 2 , and are often used together with sign statistics. In this chapter, we first address the distributions of ranks and magnitude ranks in Sect. 3.1. Then, the notion of score functions are considered in Sect. 3.2, focusing mostly on locally optimum score functions. In Sect. 3.3, we consider the correlation coefficients among various statistics from i.i.d. random vectors.

Date: 2024
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Persistent link: https://EconPapers.repec.org/RePEc:spr:sprchp:978-3-031-50601-7_3

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DOI: 10.1007/978-3-031-50601-7_3

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