### Abstract

Original language | English |
---|---|

Title of host publication | Encyclopedia of Environmetrics, 2nd Edition |

Editors | W. Piegorsch, A. El Shaarawi |

Publisher | Wiley |

Pages | 209-210 |

Number of pages | 3510 |

ISBN (Print) | 9780470973882 |

Publication status | Published - 2012 |

### Fingerprint

### Cite this

*Encyclopedia of Environmetrics, 2nd Edition*(pp. 209-210). Wiley.

}

*Encyclopedia of Environmetrics, 2nd Edition.*Wiley, pp. 209-210.

**Permutation tests.** / Hallin, M.; Ley, C.

Research output: Chapter in Book/Report/Conference proceeding › Chapter › Scientific › peer-review

TY - CHAP

T1 - Permutation tests

AU - Hallin, M.

AU - Ley, C.

N1 - Pagination: 3510

PY - 2012

Y1 - 2012

N2 - Permutation tests are an interesting and conceptually simple alternative to traditional tests when the required distributional assumptions (typically, Gaussian assumptions) are likely to be violated. We start with three motivational examples explaining how to construct permutation and sampled permutation tests, and provide empirical evidence of the way they outperform their traditional competitors onseveral counts: validity, unbiasedness, and power. We then show how permutation tests follow from more traditional Neyman alpha-structure arguments, and discuss some asymptotic results establishing that extended validity, in this context, does not imply any loss of asymptotic efficiency.

AB - Permutation tests are an interesting and conceptually simple alternative to traditional tests when the required distributional assumptions (typically, Gaussian assumptions) are likely to be violated. We start with three motivational examples explaining how to construct permutation and sampled permutation tests, and provide empirical evidence of the way they outperform their traditional competitors onseveral counts: validity, unbiasedness, and power. We then show how permutation tests follow from more traditional Neyman alpha-structure arguments, and discuss some asymptotic results establishing that extended validity, in this context, does not imply any loss of asymptotic efficiency.

M3 - Chapter

SN - 9780470973882

SP - 209

EP - 210

BT - Encyclopedia of Environmetrics, 2nd Edition

A2 - Piegorsch, W.

A2 - El Shaarawi, A.

PB - Wiley

ER -