Robust slippage rank tests for k location parameters in the presence of gross errors

DOI10.1016/J.JSPI.2003.09.031zbMATH Open1058.62040OpenAlexW2006846634MaRDI QIDQ1765754FDOQ1765754

Authors: Itsuro Kakiuchi, Miyoshi Kimura 

Publication date: 23 February 2005

Published in: Journal of Statistical Planning and Inference (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/j.jspi.2003.09.031

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zbMATH Keywords

MajorizationSchur-concave functionAsymptotic maximum sizeAsymptotic minimum powerGross errorHuber's robust test theoryRobust slippage test problem of locationSchur-convex setShrinking neighborhoodSlippage rank testWeak majorization

Mathematics Subject Classification ID

Nonparametric hypothesis testing (62G10) Asymptotic properties of nonparametric inference (62G20) Nonparametric robustness (62G35) Robustness and adaptive procedures (parametric inference) (62F35)

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• Robust rank tests for \(k\)-sample approximate equality in the presence of gross errors

Cited In (2)

• Robust rank tests for \(k\)-sample approximate equality in the presence of gross errors
• Robust slippage tests

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