Titelaufnahme

Titel
Robust nonparametric tests for the two-sample location problem / Roland Fried, Herold Dehling
VerfasserFried, Roland ; Dehling, Herold
Erschienen[Dortmund] : SFB 823, 2011
Ausgabe
Elektronische Ressource
Umfang1 Online-Ressource (17 Seiten) : Diagramme
SerieDiscussion paper ; Nr. 19 (2011)
SchlagwörterNichtparametrischer Test / Wilcoxon-Rangsummentest / Hodge-Struktur
URNurn:nbn:de:hbz:6:2-1311646 
DOI10.17877/DE290R-8787 
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Robust nonparametric tests for the two-sample location problem [0.15 mb]
Zusammenfassung

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.

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