Full metadata record
DC Field | Value | Language |
---|---|---|
dc.contributor.author | Dehling, Herold | - |
dc.contributor.author | Fried, Roland | - |
dc.date.accessioned | 2011-05-27T13:24:00Z | - |
dc.date.available | 2011-05-27T13:24:00Z | - |
dc.date.issued | 2011-05-27 | - |
dc.identifier.uri | http://hdl.handle.net/2003/27803 | - |
dc.identifier.uri | http://dx.doi.org/10.17877/DE290R-8787 | - |
dc.description.abstract | 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. | en |
dc.language.iso | en | de |
dc.relation.ispartofseries | Discussion Paper / SFB 823 ; 19/2011 | - |
dc.subject | Distribution-free tests | en |
dc.subject | Heavy tails | en |
dc.subject | Outlier | en |
dc.subject | Skewed distributions | en |
dc.subject | Wilcoxon test | en |
dc.subject.ddc | 310 | - |
dc.subject.ddc | 330 | - |
dc.subject.ddc | 620 | - |
dc.title | Robust nonparametric tests for the two-sample location problem | en |
dc.type | Text | de |
dc.type.publicationtype | workingPaper | de |
dcterms.accessRights | open access | - |
Appears in Collections: | Sonderforschungsbereich (SFB) 823 |
Files in This Item:
File | Description | Size | Format | |
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DP_1911_SFB823_Fried_Dehling.pdf | DNB | 158.27 kB | Adobe PDF | View/Open |
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