Qualitative robustness of rank tests

DOI10.1214/aos/1176345703zbMath0484.62054OpenAlexW2029716391MaRDI QIDQ1163810

Helmut Rieder

Publication date: 1982

Published in: The Annals of Statistics (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1214/aos/1176345703

zbMATH Keywords

laws of large numberscomposite hypothesesKolmogorovtotal variation distancesgross errorsasymptotic breakdown pointsequicontinuity of power functionsequicontinuous error probabilitiesLevyProkhorov

Mathematics Subject Classification ID

Nonparametric hypothesis testing (62G10) Asymptotic distribution theory in statistics (62E20) Robustness and adaptive procedures (parametric inference) (62F35)

Related Items (14)

The asymptotic power of rank tests under scale-alternatives including contaminated distributions ⋮ Robustness of sign tests in autoregression ⋮ Robustness of GM-tests in autoregression against outliers ⋮ The sample breakdown points of tests ⋮ On the sample breakdown robustness of some nonparametric tests ⋮ Local robustness of sign tests in AR(1) against outliers ⋮ Taux de résistance des tests de rang d'indépendance ⋮ Robust Sign Test for the Unit Root Hypothesis of Autoregression ⋮ Robust nonparametric inference for the median ⋮ Robust nonparametric confidence intervals and tests for the median in the presence of \((c,\gamma )\)-contamination ⋮ Robustez cualitativa en regiones de confianza ⋮ Robustness and power of parametric, nonparametric, robustified and adaptive tests -- the multi-sample location problem ⋮ On robustness properties of bootstrap approximations ⋮ Residual empirical processes and qualitatively robust GM-tests in autoregression

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