On the sample breakdown robustness of some nonparametric tests

被引：1

作者：

Zhang, J

机构：

[1] ACAD SINICA,INST APPL MATH,BEIJING 100080,PEOPLES R CHINA

[2] ACAD SINICA,INST SYST SCI,BEIJING 100080,PEOPLES R CHINA

来源：

COMMUNICATIONS IN STATISTICS-THEORY AND METHODS | 1996年 / 25卷 / 06期

基金：

中国国家自然科学基金;

关键词：

sample breakdown points of a test; Wilcoxon test; sign test; Kolmogorov test; chi(2)-test; Anscombe theorem;

D O I：

10.1080/03610929608831757

中图分类号：

O21 [概率论与数理统计]; C8 [统计学];

学科分类号：

020208 ; 070103 ; 0714 ;

摘要：

In this paper, relying on the sample breakdown points, we investigate the sample breakdown properties of some nonparametric tests. It is shown that the sample breakdown points of the sign test asymptotically dominate those of the Wilcoxon test for one-sided hypotheses. However, the different conclusion is derived in the case of testing some shrinking neighborhood hypotheses. The breakdown behaviors of the Kolmogorov test and chi(2)-test are also explored. These studies unify or refine some existing breakdown analyses of tests.

引用

页码：1185 / 1198

页数：14

共 13 条

[1] LARGE-SAMPLE THEORY OF SEQUENTIAL ESTIMATION [J].