השוואת שיטות

	ANOVA רובסטית (וולש וממוצע חתוך)	היסק בוטסטרפ	מבחן פרמוטציה (אקראיזציה)	אומד תייל-סן
תחום	סטטיסטיקה	סטטיסטיקה	סטטיסטיקה	סטטיסטיקה
משפחה	Regression model	Regression model	Regression model	Regression model
שנת המקור	1951	1979	2005	1968
הוגה השיטה	Welch (1951); robust trimmed-mean approach popularised by Wilcox	Bradley Efron	Good (2005); Edgington & Onghena (2007); resampling tradition	Henri Theil (1950); P. K. Sen (1968)
סוג	Robust one-way analysis of variance	Resampling-based inference	Nonparametric resampling test	Robust linear regression
מקור מכונן	Welch, B. L. (1951). On the comparison of several mean values: an alternative approach. Biometrika, 38(3/4), 330-336.	Efron, B. (1979). Bootstrap Methods: Another Look at the Jackknife. Annals of Statistics, 7(1), 1-26.	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.
כינויים	Welch ANOVA, trimmed-mean ANOVA, heteroscedastic one-way ANOVA, Robust ANOVA (Welch & Trimmed Mean)	bootstrap, bootstrap resampling, nonparametric bootstrap, Bootstrap Çıkarımı	randomization test, exact permutation test, re-randomization test, Permütasyon Testi	Theil-Sen Tahmincisi, Theil-Sen regression, median slope estimator, Sen's slope estimator
קשורות	5	5	5	6
תקציר	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.	Bootstrap inference, introduced by Bradley Efron in 1979, estimates the sampling distribution of a statistic by repeatedly resampling the observed data with replacement. It requires no distributional assumption and produces reliable confidence intervals even in small samples.	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%.