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 Outlier Skewed distributions Wilcoxon test |
URI: | http://hdl.handle.net/2003/27803 http://dx.doi.org/10.17877/DE290R-8787 |
Issue Date: | 2011-05-27 |
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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