Autor(en): | Dehling, Herold Fried, Roland |
Titel: | Robust nonparametric tests for the two-sample location problem |
Sprache (ISO): | en |
Zusammenfassung: | We construct and investigate robust nonparametric tests for the two-sample location problem. A test based on a suitable scaling of the median of the set of differences between the two samples, which is the Hodges-Lehmann shift estimator corresponding to the Wilcoxon two-sample rank test, leads to higher robustness against outliers than the Wilcoxon test itself, while preserving its efficiency under a broad range of distributions. The good performance of the constructed test is investigated under different distributions and outlier configurations and compared to alternatives like the two-sample t-, the Wilcoxon and the median test, as well as to tests based on the difference of the sample medians or the one-sample Hodges- Lehmann estimators. |
Schlagwörter: | Distribution-free tests Heavy tails Outlier Skewed distributions Wilcoxon test |
URI: | http://hdl.handle.net/2003/27803 http://dx.doi.org/10.17877/DE290R-8787 |
Erscheinungsdatum: | 2011-05-27 |
Enthalten in den Sammlungen: | Sonderforschungsbereich (SFB) 823 |
Dateien zu dieser Ressource:
Datei | Beschreibung | Größe | Format | |
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DP_1911_SFB823_Fried_Dehling.pdf | DNB | 158.27 kB | Adobe PDF | Öffnen/Anzeigen |
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