Robust nonparametric inference for the median

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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...

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Detalles Bibliográficos
Autores principales: Yohai, V.J., Zamar, R.H.
Formato: Artículo publishedVersion
Lenguaje:Inglés
Publicado: 2004
Materias:
Confidence interval
Nonparametric
Robust
Two-sided test
Acceso en línea:http://hdl.handle.net/20.500.12110/paper_00905364_v32_n5_p1841_Yohai
Aporte de:
Biblioteca Digital - Facultad de Ciencias Exactas y Naturales (UBA) de Universidad de Buenos Aires
id paperaa:paper_00905364_v32_n5_p1841_Yohai
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spelling paperaa:paper_00905364_v32_n5_p1841_Yohai2023-06-12T16:45:58Z Robust nonparametric inference for the median Ann. Stat. 2004;32(5):1841-1857 Yohai, V.J. Zamar, R.H. Confidence interval Nonparametric Robust Two-sided test 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. 2004 info:eu-repo/semantics/article info:ar-repo/semantics/artículo info:eu-repo/semantics/publishedVersion application/pdf eng info:eu-repo/semantics/openAccess http://creativecommons.org/licenses/by/2.5/ar http://hdl.handle.net/20.500.12110/paper_00905364_v32_n5_p1841_Yohai
institution Universidad de Buenos Aires
institution_str I-28
repository_str R-134
collection Biblioteca Digital - Facultad de Ciencias Exactas y Naturales (UBA)
language Inglés
orig_language_str_mv eng
topic Confidence interval
Nonparametric
Robust
Two-sided test
spellingShingle Confidence interval
Nonparametric
Robust
Two-sided test
Yohai, V.J.
Zamar, R.H.
Robust nonparametric inference for the median
topic_facet Confidence interval
Nonparametric
Robust
Two-sided test
description 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.
format Artículo
Artículo
publishedVersion
author Yohai, V.J.
Zamar, R.H.
author_facet Yohai, V.J.
Zamar, R.H.
author_sort Yohai, V.J.
title Robust nonparametric inference for the median
title_short Robust nonparametric inference for the median
title_full Robust nonparametric inference for the median
title_fullStr Robust nonparametric inference for the median
title_full_unstemmed Robust nonparametric inference for the median
title_sort robust nonparametric inference for the median
publishDate 2004
url http://hdl.handle.net/20.500.12110/paper_00905364_v32_n5_p1841_Yohai
work_keys_str_mv AT yohaivj robustnonparametricinferenceforthemedian
AT zamarrh robustnonparametricinferenceforthemedian
_version_ 1769810024433975296

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