书目名称 | Permutation Methods |
副标题 | A Distance Function |
编辑 | Paul W. Mielke,Kenneth J. Berry |
视频video | |
概述 | Makes a variety of powerful data analytic tools easily available to practitioners.Includes supplementary material: |
丛书名称 | Springer Series in Statistics |
图书封面 |  |
描述 | The introduction of permutation tests by R. A. Fisher relaxed the paramet ric structure requirement of a test statistic. For example, the structure of the test statistic is no longer required if the assumption of normality is removed. The between-object distance function of classical test statis tics based on the assumption of normality is squared Euclidean distance. Because squared Euclidean distance is not a metric (i. e. , the triangle in equality is not satisfied), it is not at all surprising that classical tests are severely affected by an extreme measurement of a single object. A major purpose of this book is to take advantage of the relaxation of the struc ture of a statistic allowed by permutation tests. While a variety of distance functions are valid for permutation tests, a natural choice possessing many desirable properties is ordinary (i. e. , non-squared) Euclidean distance. Sim ulation studies show that permutation tests based on ordinary Euclidean distance are exceedingly robust in detecting location shifts of heavy-tailed distributions. These tests depend on a metric distance function and are reasonably powerful for a broad spectrum of univariate and multivaria |
出版日期 | Book 20011st edition |
关键词 | Permutation Methods; permutation tests; regression analysis; robust statistics; statistical inference; st |
版次 | 1 |
doi | https://doi.org/10.1007/978-1-4757-3449-2 |
isbn_ebook | 978-1-4757-3449-2Series ISSN 0172-7397 Series E-ISSN 2197-568X |
issn_series | 0172-7397 |
copyright | Springer Science+Business Media New York 2001 |