Robust nonparametric tests for the two-sample location problem

dc.contributor.authorDehling, Herold
dc.contributor.authorFried, Roland
dc.date.accessioned2011-05-27T13:24:00Z
dc.date.available2011-05-27T13:24:00Z
dc.date.issued2011-05-27
dc.description.abstractWe 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.identifier.urihttp://hdl.handle.net/2003/27803
dc.identifier.urihttp://dx.doi.org/10.17877/DE290R-8787
dc.language.isoende
dc.relation.ispartofseriesDiscussion Paper / SFB 823 ; 19/2011
dc.subjectDistribution-free testsen
dc.subjectHeavy tailsen
dc.subjectOutlieren
dc.subjectSkewed distributionsen
dc.subjectWilcoxon testen
dc.subject.ddc310
dc.subject.ddc330
dc.subject.ddc620
dc.titleRobust nonparametric tests for the two-sample location problemen
dc.typeTextde
dc.type.publicationtypeworkingPaperde
dcterms.accessRightsopen access

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