A robust Spearman correlation coefficient permutation test

نویسندگان

چکیده

In this work, we show that Spearman’s correlation coefficient test about H0:ρs=0 found in most statistical software is theoretically incorrect and performs poorly when bivariate normality assumptions are not met or the sample size small. There common misconception tests ρs=0 robust to deviations from normality. However, under certain scenarios violation of assumption has severe effects on type I error control for tests. To address issue, developed a permutation testing hypothesis based an appropriately studentized statistic. We will asymptotically valid general settings. This was demonstrated by comprehensive set simulation studies, where proposed exhibits control, even also application two real world examples.

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ژورنال

عنوان ژورنال: Communications in Statistics

سال: 2022

ISSN: ['1532-415X', '0361-0926']

DOI: https://doi.org/10.1080/03610926.2022.2121144