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稳健方差分析(Welch & Trimmed Mean)×置换 (随机化) 检验×Theil-Sen 估计器×
领域统计学统计学统计学
方法族Regression modelRegression modelRegression model
起源年份195120051968
提出者Welch (1951); robust trimmed-mean approach popularised by WilcoxGood (2005); Edgington & Onghena (2007); resampling traditionHenri Theil (1950); P. K. Sen (1968)
类型Robust one-way analysis of varianceNonparametric resampling testRobust linear regression
开创性文献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: 978-0387202792Sen, P. K. (1968). Estimates of the Regression Coefficient Based on Kendall's Tau. Journal of the American Statistical Association, 63(324), 1379-1389. DOI ↗
别名Welch ANOVA, trimmed-mean ANOVA, heteroscedastic one-way ANOVA, Robust ANOVA (Welch & Trimmed Mean)randomization test, exact permutation test, re-randomization test, Permütasyon TestiTheil-Sen Tahmincisi, Theil-Sen regression, median slope estimator, Sen's slope estimator
相关556
摘要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%.
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ScholarGate方法对比: Robust ANOVA · Permutation Test · Theil-Sen Estimator. 于 2026-06-18 检索自 https://scholargate.app/zh/compare