Permutation tests

M. Hallin, C. Ley

    Research output: Chapter in Book/Report/Conference proceedingChapterScientificpeer-review

    Abstract

    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.
    Original languageEnglish
    Title of host publicationEncyclopedia of Environmetrics, 2nd Edition
    EditorsW. Piegorsch, A. El Shaarawi
    PublisherWiley
    Pages209-210
    Number of pages3510
    ISBN (Print)9780470973882
    Publication statusPublished - 2012

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