Robust nonparametric inference for the median
We consider the problem of constructing robust nonparametric confidence intervals and tests of hypothesis for the median when the data distribution is unknown and the data may contain a small fraction of contamination. We propose a modification of the sign test (and its associated confidence interva...
| Autores: | , |
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| Tipo de recurso: | artículo |
| Estado: | Versión publicada |
| Fecha de publicación: | 2004 |
| País: | Argentina |
| Institución: | Universidad Nacional de Buenos Aires. Facultad de Ciencias Exactas y Naturales |
| Repositorio: | Biblioteca Digital (UBA-FCEN) |
| Idioma: | inglés |
| OAI Identifier: | paperaa:paper_00905364_v32_n5_p1841_Yohai |
| Acceso en línea: | http://hdl.handle.net/20.500.12110/paper_00905364_v32_n5_p1841_Yohai |
| Access Level: | acceso abierto |
| Palabra clave: | Confidence interval Nonparametric Robust Two-sided test |
| Sumario: | We consider the problem of constructing robust nonparametric confidence intervals and tests of hypothesis for the median when the data distribution is unknown and the data may contain a small fraction of contamination. We propose a modification of the sign test (and its associated confidence interval) which attains the nominal significance level (probability coverage) for any distribution in the contamination neighborhood of a continuous distribution. We also define some measures of robustness and efficiency under contamination for confidence intervals and tests. These measures are computed for the proposed procedures. © Institute of Mathematical Statistics, 2004. |
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