Robust nonparametric inference for the median

Mostrar todas las versiones(3)

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...

Descripción completa

Guardado en:
Detalles Bibliográficos
Autores principales: Yohai, V.J., Zamar, R.H.
Formato: JOUR
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 todo:paper_00905364_v32_n5_p1841_Yohai
record_format dspace
spelling todo:paper_00905364_v32_n5_p1841_Yohai2023-10-03T14:54:41Z Robust nonparametric inference for the median 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. JOUR 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)
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 JOUR
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
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_ 1782023873732018176

Ejemplares similares