The robustness against dependence of nonparametric tests for the two-sample location problem

• Autorzy: Przemysław Grzegorzewski
• Języki publikacji: EN

Abstrakty

EN

Nonparametric tests for the two-sample location problem are investigated. It is shown that the supremum of the size of any test can be arbitrarily close to 1. None of these tests is most robust against dependence.

Słowa kluczowe

EN

size of test; robustness of tests; nonparametric tests for the two-sample location problem; robustness against dependence

• Wydawca: Institute of Mathematics Polish Academy of Sciences
• Czasopismo: Applicationes Mathematicae
• Rocznik: 1993-1995
• Tom: 22
• Numer: 4
• Strony: 469-476

Daty

wydano

1995

otrzymano

1993-10-25

Twórcy

autor

Przemysław Grzegorzewski

• Institute of Mathematics, Warsaw University of Technology, Pl. Politechniki 1, 00-661 Warszawa, Poland

Bibliografia

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• [4] A. N. Pettit and V. Siskind, Effect of within-sample dependence on the MWW statistic, Biometrica 68 (1981), 437-441.
• [5] L. Rüschendorf, Construction of multivariate distributions with given marginals, Ann. Inst. Statist. Math. 37 (1985), 225-233.
• [6] R. J. Serfling, The Wilcoxon two-sample statistic on strongly mixing processes, Ann. Math. Statist. 39 (1968), 1202-1209.
• [7] R. Zieliński, Robust statistical procedures: a general approach, in: Lecture Notes in Math. 982, Springer, 1983, 283-295.
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• [9] R. Zieliński, Robustness of the one-sided Mann-Whitney-Wilcoxon test to dependency between samples, Statist. Probab. Lett. 10 (1990), 291-295.