英文标题：
《One- and two-sample nonparametric tests for the signal-to-noise ratio
based on record statistics》
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作者：
Damien Challet
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最新提交年份：
2015
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英文摘要：
A new family of nonparametric statistics, the r-statistics, is introduced. It consists of counting the number of records of the cumulative sum of the sample. The single-sample r-statistic is almost as powerful as Student\'s t-statistic for Gaussian and uniformly distributed variables, and more powerful than the sign and Wilcoxon signed-rank statistics as long as the data are not too heavy-tailed. Three two-sample parametric r-statistics are proposed, one with a higher specificity but a smaller sensitivity than Mann-Whitney U-test and the other one a higher sensitivity but a smaller specificity. A nonparametric two-sample r-statistic is introduced, whose power is very close to that of Welch statistic for Gaussian or uniformly distributed variables.
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中文摘要：
介绍了一类新的非参数统计，即r统计量。它包括计算样本累积和的记录数。对于高斯和均匀分布变量，单样本r统计量几乎与Student的t统计量一样强大，只要数据不是太重尾，它就比符号和Wilcoxon符号秩统计量更强大。提出了三种双样本参数r统计量，一种比Mann-Whitney U检验具有更高的特异性但敏感性较小，另一种具有更高的敏感性但特异性较校介绍了一种非参数双样本r统计量，它的幂函数非常接近于高斯或均匀分布变量的Welch统计量。
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分类信息：

一级分类：Statistics 统计学
二级分类：Methodology 方法论
分类描述：Design, Surveys, Model Selection, Multiple Testing, Multivariate Methods, Signal and Image Processing, Time Series, Smoothing, Spatial Statistics, Survival Analysis, Nonparametric and Semiparametric Methods
设计，调查，模型选择，多重检验，多元方法，信号和图像处理，时间序列，平滑，空间统计，生存分析，非参数和半参数方法
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一级分类：Physics 物理学
二级分类：Physics and Society 物理学与社会
分类描述：Structure, dynamics and collective behavior of societies and groups (human or otherwise). Quantitative analysis of social networks and other complex networks. Physics and engineering of infrastructure and systems of broad societal impact (e.g., energy grids, transportation networks).
社会和团体（人类或其他）的结构、动态和集体行为。社会网络和其他复杂网络的定量分析。具有广泛社会影响的基础设施和系统（如能源网、运输网络）的物理和工程。
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一级分类：Quantitative Finance 数量金融学
二级分类：General Finance 一般财务
分类描述：Development of general quantitative methodologies with applications in finance
通用定量方法的发展及其在金融中的应用
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