Asymptotically pivotal statistic for surrogate testing with extended hypothesis

Details Asymptotically pivotal statistic for surrogate testing with extended hypothesis Asymptotically pivotal statistic for surrogate testing with extended hypothesis

2007-01-02

arxiv.org/abs/nlin/0701008v1

Nonlinear Sciences

Chaotic Dynamics

Scientific paper

The method of surrogate data provides a framework for testing observed data against a hierarchy of alternative hypotheses. The aim of applying this method is to exclude the possibility that the data are consistent with simple linear explanations before seeking complex nonlinear causes. However, in recent time the method has attracted considerable criticism, largely as a result of ambiguity about the formation of the underlying null hypotheses, or about the power of the chosen statistic. In this communication we show that by employing a special family of ranks statistics these problems can be avoided and the method of surrogate data placed of a firm statistical foundation.

Affiliated with

Also associated with

No associations

Rating

Asymptotically pivotal statistic for surrogate testing with extended hypothesis does not yet have a rating. At this time, there are no reviews or comments for this scientific paper.

If you have personal experience with Asymptotically pivotal statistic for surrogate testing with extended hypothesis, we encourage you to share that experience with our LandOfFree.com community. Your opinion is very important and Asymptotically pivotal statistic for surrogate testing with extended hypothesis will most certainly appreciate the feedback.

Rate now

Comments { 0 }

Profile ID: LFWR-SCP-O-189273