Adaptive nonparametric tests for the two-sample scale problem under symmetry

Bandyopadhyay, Uttam; Dutta, Dhiman

doi:10.1007/s10260-009-0121-4

Stat Methods Appl

2009

DOI: 10.1007/s10260-009-0121-4

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Adaptive nonparametric tests for the two-sample scale problem under symmetry

Uttam Bandyopadhyay

Dhiman Dutta

Abstract: Adaptive test procedures, Aligned rank statistic, Deterministic approach, Probabilistic approach, p-value, Two-sample scale problem under symmetry,

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2011

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Robust nonparametric tests for the two-sample location problem

Fried

Dehling

2011

Stat Methods Appl

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We construct and investigate robust nonparametric tests for the twosample 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 HodgesLehmann estimators.

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Robust nonparametric tests for the two-sample location problem

Fried

Dehling

2011

Stat Methods Appl

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show abstract

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Adaptive nonparametric tests for the two-sample scale problem under symmetry

Abstract: Adaptive test procedures, Aligned rank statistic, Deterministic approach, Probabilistic approach, p-value, Two-sample scale problem under symmetry,

Cited by 1 publication

References 18 publications

Robust nonparametric tests for the two-sample location problem

Robust nonparametric tests for the two-sample location problem

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