Statistical Theory and Methods
Published Online: 15 JAN 2013
Copyright © 2002 John Wiley & Sons, Ltd
Encyclopedia of Environmetrics
How to Cite
Hallin, M. 2013. Ranks . Encyclopedia of Environmetrics. 5.
- Published Online: 15 JAN 2013
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.