Robust nonparametric tests for the two-sample location problem

被引：0
作者：
Roland Fried
Herold Dehling
机构：
[1] TU Dortmund University,Department of Statistics
[2] Ruhr-University of Bochum,Department of Mathematics
来源：
Statistical Methods & Applications | 2011年 / 20卷
关键词：
Distribution-free tests; Wilcoxon test; Outliers; Heavy tails; Skewed distributions;
D O I：
暂无
中图分类号：
学科分类号：
摘要：
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.
引用
收藏
页码：409 / 422
页数：13
相关论文
共 21 条
[1]  
Bandyopadhyay U(2010)Adaptive nonparametric tests for the two-sample scale problem under symmetry Stat Methods Appl 19 153-170
[2]  
Dutta D(1986)Edge detection using median comparisons Comput Vision Graph Image Process 33 377-389
[3]  
Bovik AC(2007)On robust shift detection in time series Comput Stat Data Anal 52 1063-1074
[4]  
Munson DC(1963)Estimates of location based on rank tests Ann Math Stat 34 598-611
[5]  
Fried R(1965)Robustness of the Hodges-Lehmann estimates for shift Ann Math Stat 36 174-197
[6]  
Hodges JL(2002)Comparing trimmed or least squares means of two independent skewed populations Biom J 44 478-489
[7]  
Lehmann EL(1963)Robust estimation in analysis of variance Ann Math Stat 34 957-966
[8]  
Hoyland A(1963)Asymptotically nonparametric inference: an alternative approach to linear models Ann Math Stat 34 1494-1506
[9]  
Keselman HJ(1963)Nonparametric confidence intervals for a shift parameter Ann Math Stat 34 1507-1512
[10]  
Wilcox RR(2009)A new nonparametric bivariate test for two sample location problem Stat Methods Appl 18 375-388
123