Authors: Dehling, Herold
Fried, Roland
Title: Robust nonparametric tests for the two-sample location problem
Language (ISO): en
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.
Subject Headings: Distribution-free tests
Heavy tails
Skewed distributions
Wilcoxon test
Issue Date: 2011-05-27
Appears in Collections:Sonderforschungsbereich (SFB) 823

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