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| Robust ANOVA (Уелч и подрязана средна)× | Тест с пермутации (рандомизация)× | Оценител на Theil-Sen× | |
|---|---|---|---|
| Област | Статистика | Статистика | Статистика |
| Семейство | Regression model | Regression model | Regression model |
| Година на възникване≠ | 1951 | 2005 | 1968 |
| Създател≠ | Welch (1951); robust trimmed-mean approach popularised by Wilcox | Good (2005); Edgington & Onghena (2007); resampling tradition | Henri Theil (1950); P. K. Sen (1968) |
| Тип≠ | Robust one-way analysis of variance | Nonparametric resampling test | Robust linear regression |
| Основополагащ източник≠ | Welch, B. L. (1951). On the comparison of several mean values: an alternative approach. Biometrika, 38(3/4), 330-336. DOI ↗ | Good, P. (2005). Permutation, Parametric and Bootstrap Tests of Hypotheses (3rd ed.). Springer. ISBN: 978-0387202792 | Sen, P. K. (1968). Estimates of the Regression Coefficient Based on Kendall's Tau. Journal of the American Statistical Association, 63(324), 1379-1389. DOI ↗ |
| Други названия≠ | Welch ANOVA, trimmed-mean ANOVA, heteroscedastic one-way ANOVA, Robust ANOVA (Welch & Trimmed Mean) | randomization test, exact permutation test, re-randomization test, Permütasyon Testi | Theil-Sen Tahmincisi, Theil-Sen regression, median slope estimator, Sen's slope estimator |
| Свързани≠ | 5 | 5 | 6 |
| Резюме≠ | Robust ANOVA compares the central tendency of three or more groups when the classical assumptions of normality and equal variances fail. It combines Welch's heteroscedasticity-adjusted statistic, introduced by Welch in 1951, with trimmed-mean tests advanced by Wilcox, giving reliable comparisons in the presence of outliers and unequal group spreads. | The permutation test is a nonparametric resampling procedure that builds the sampling distribution of a test statistic directly from the data by repeatedly shuffling the group labels. Developed in the resampling tradition and treated systematically by Good (2005) and Edgington & Onghena (2007), it requires no parametric distributional assumption and yields an exact p-value. | The Theil-Sen estimator is a robust linear regression method that estimates the slope as the median of the slopes computed over all pairs of data points. Introduced by Henri Theil in 1950 and extended by P. K. Sen in 1968, it tolerates outliers in the response with a breakdown point of about 29%. |
| ScholarGateНабор от данни ↗ |
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