方法对比
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| Sn和Qn稳健尺度估计量× | 置换 (随机化) 检验× | |
|---|---|---|
| 领域 | 统计学 | 统计学 |
| 方法族 | Regression model | Regression model |
| 起源年份≠ | 1993 | 2005 |
| 提出者≠ | Rousseeuw & Croux | Good (2005); Edgington & Onghena (2007); resampling tradition |
| 类型≠ | Robust scale estimator | Nonparametric resampling test |
| 开创性文献≠ | Rousseeuw, P. J., & Croux, C. (1993). Alternatives to the Median Absolute Deviation. Journal of the American Statistical Association, 88(424), 1273-1283. DOI ↗ | Good, P. (2005). Permutation, Parametric and Bootstrap Tests of Hypotheses (3rd ed.). Springer. ISBN: 978-0387202792 |
| 别名≠ | Sn estimator, Qn estimator, Rousseeuw-Croux scale estimators, robust scale estimation | randomization test, exact permutation test, re-randomization test, Permütasyon Testi |
| 相关 | 5 | 5 |
| 摘要≠ | Sn and Qn are robust estimators of scale (spread) proposed by Rousseeuw and Croux (1993) as alternatives to the median absolute deviation (MAD). Both attain a 50% breakdown point while delivering higher statistical efficiency than MAD, so they measure dispersion accurately even when the data contain outliers. | 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. |
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