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Abstract:

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.

Registro:

Documento: Artículo
Título:Robust nonparametric inference for the median
Autor:Yohai, V.J.; Zamar, R.H.
Filiación:University of Buenos Aires, CONICET, Argentina
University of British Columbia, Canada
Departamento de MatemáTicas, Facultad de Ciencias Exactas y Naturales, Ciudad Universitaria, PabellóN 1, 1428 Buenos Aires, Argentina
Department of Statistics, University of British Columbia, 6356 Agricultural Road, Vancouver, BC V6T 1Z2, Canada
Palabras clave:Confidence interval; Nonparametric; Robust; Two-sided test
Año:2004
Volumen:32
Número:5
Página de inicio:1841
Página de fin:1857
DOI: http://dx.doi.org/10.1214/009053604000000634
Título revista:Annals of Statistics
Título revista abreviado:Ann. Stat.
ISSN:00905364
PDF:https://bibliotecadigital.exactas.uba.ar/download/paper/paper_00905364_v32_n5_p1841_Yohai.pdf
Registro:https://bibliotecadigital.exactas.uba.ar/collection/paper/document/paper_00905364_v32_n5_p1841_Yohai

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Citas:

---------- APA ----------
Yohai, V.J. & Zamar, R.H. (2004) . Robust nonparametric inference for the median. Annals of Statistics, 32(5), 1841-1857.
http://dx.doi.org/10.1214/009053604000000634
---------- CHICAGO ----------
Yohai, V.J., Zamar, R.H. "Robust nonparametric inference for the median" . Annals of Statistics 32, no. 5 (2004) : 1841-1857.
http://dx.doi.org/10.1214/009053604000000634
---------- MLA ----------
Yohai, V.J., Zamar, R.H. "Robust nonparametric inference for the median" . Annals of Statistics, vol. 32, no. 5, 2004, pp. 1841-1857.
http://dx.doi.org/10.1214/009053604000000634
---------- VANCOUVER ----------
Yohai, V.J., Zamar, R.H. Robust nonparametric inference for the median. Ann. Stat. 2004;32(5):1841-1857.
http://dx.doi.org/10.1214/009053604000000634