Details

Autor(en) / Beteiligte

• Mielke, Paul W
• Berry, Kenneth J

Titel

Permutation Methods : A Distance Function Approach [Elektronische Ressource]

Ist Teil von

• Springer Series in Statistics

Ort / Verlag

New York, NY : Springer New York

Erscheinungsjahr

2001

Link zum Volltext

• Volltext

Link zu anderen Inhalten

• Volltext

Beschreibungen/Notizen

• The introduction of permutation tests by R. A. Fisher relaxed the parametric 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 statistics based on the assumption of normality is squared Euclidean distance. Because squared Euclidean distance is not a metric (i. e. , the triangle inequality 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 structure 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. Simulation 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 multivariate distributions. Least sum of absolute deviations (LAD) regression linked with a permutation test based on ordinary Euclidean distance yields a linear model analysis which controls for type I error