Dehling, HeroldFried, Roland2011-05-272011-05-272011-05-27http://hdl.handle.net/2003/2780310.17877/DE290R-8787We 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.enDiscussion Paper / SFB 823 ; 19/2011Distribution-free testsHeavy tailsOutlierSkewed distributionsWilcoxon test310330620working paper