The split-up algorithm: a fast symbolic method for computing p-values of distribution-free statistics

DOI10.1007/s180-001-8328-6zbMath1007.62045OpenAlexW2350317296MaRDI QIDQ1861635

M. A. van de Wiel

Publication date: 9 March 2003

Published in: Computational Statistics (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1007/s180-001-8328-6

zbMATH Keywords

generating functionspermutation teststwo-sample rank testssigned rank testsrank correlation tests

Mathematics Subject Classification ID

Computational methods for problems pertaining to statistics (62-08) Nonparametric hypothesis testing (62G10) Exact distribution theory in statistics (62E15)

Related Items (4)

An algorithm for computing the exact distribution of the Wilcoxon signed-rank statistic ⋮ Testing the prediction error difference between 2 predictors ⋮ The null distribution of Kendall's rank correlation statistic in the presence of ties ⋮ Exact algorithms for computing \(p\)-values of statistics-linear combination of 3-nomial variables

Uses Software

• Mathematica

Cites Work

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• Optimal rank-based procedures for time series analysis: testing an ARMA model against other ARMA models
• Time series analysis via rank order theory: Signed-rank tests for ARMA models
• Permutation tests. A practical guide to resampling methods for testing hypotheses
• On Obtaining Permutation Distributions in Polynomial Time
• Constructing exact significance tests with restricted randomization rules
• P-Values: Interpretation and Methodology
• An Exact Test for Randomness in the Non-Parametric Case Based on Serial Correlation
• Fast computation of the exact null distribution of Spearman's \(\rho\) and Page's \(L\) statistic for samples with and without ties

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