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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Autores principales: Yohai, V.J., Zamar, R.H.
Formato: Artículo publishedVersion
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
https://repositoriouba.sisbi.uba.ar/gsdl/cgi-bin/library.cgi?a=d&c=artiaex&d=paper_00905364_v32_n5_p1841_Yohai_oai
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Repositorio Digital de la Universidad de Buenos Aires (UBA) de Universidad de Buenos Aires
id I28-R145-paper_00905364_v32_n5_p1841_Yohai_oai
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spelling I28-R145-paper_00905364_v32_n5_p1841_Yohai_oai2024-08-16 Yohai, V.J. Zamar, R.H. 2004 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. application/pdf http://hdl.handle.net/20.500.12110/paper_00905364_v32_n5_p1841_Yohai info:eu-repo/semantics/openAccess http://creativecommons.org/licenses/by/2.5/ar Ann. Stat. 2004;32(5):1841-1857 Confidence interval Nonparametric Robust Two-sided test Robust nonparametric inference for the median info:eu-repo/semantics/article info:ar-repo/semantics/artículo info:eu-repo/semantics/publishedVersion https://repositoriouba.sisbi.uba.ar/gsdl/cgi-bin/library.cgi?a=d&c=artiaex&d=paper_00905364_v32_n5_p1841_Yohai_oai
institution Universidad de Buenos Aires
institution_str I-28
repository_str R-145
collection Repositorio Digital de la Universidad de Buenos Aires (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 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
https://repositoriouba.sisbi.uba.ar/gsdl/cgi-bin/library.cgi?a=d&c=artiaex&d=paper_00905364_v32_n5_p1841_Yohai_oai
work_keys_str_mv AT yohaivj robustnonparametricinferenceforthemedian
AT zamarrh robustnonparametricinferenceforthemedian
_version_ 1809356802128609280

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