A Parametric Approach to Nonparametric Statistics by Mayer Alvo & Philip L. H. Yu

Author:Mayer Alvo & Philip L. H. Yu
Language: eng
Format: epub
ISBN: 9783319941530
Publisher: Springer International Publishing

7.2.1 Application Using Spearman Scores

In this section, we consider the Spearman score function which is defined to be the t-dimensional random vector of adjusted ranks

Let be the t × t! matrix of possible values of . In the next theorem, we consider properties of the Spearman scores.

Theorem 7.1.

Under the null hypothesis for the Spearman scores,

(a)the covariance function of X is given by

(7.5)

(b)a generalized inverse of the covariance function is given by

(7.6)

Proof.

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