Rank test

In statistics, a rank test is any test involving ranks. Rank tests are related to permutation tests.

Motivation

The motivation to test differences between samples is that ranks are in some sense maximally invariant to monotone transformations. This may be important when there is outliers or when dealing with ordinal data.

Examples

Wilcoxon signed-rank test
Kruskal–Wallis one-way analysis of variance
- Mann–Whitney U (special case)
Page's trend test
Friedman test
Rank products
Cucconi test
Lepage test

Literature

Boos, D.D., Stefanski, L.A. (2013). Permutation and Rank Tests. In: Essential Statistical Inference. Springer Texts in Statistics, vol 120. Springer, New York, NY. https://doi.org/10.1007/978-1-4614-4818-1_12

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