Robust nonparametric inference for the median

Autores
Yohai, V.J.; Zamar, R.H.
Año de publicación
2004
Idioma
inglés
Tipo de recurso
artículo
Estado
versión publicada
Descripción
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.
Fuente
Ann. Stat. 2004;32(5):1841-1857
Materia
Confidence interval
Nonparametric
Robust
Two-sided test
Nivel de accesibilidad
acceso abierto
Condiciones de uso
http://creativecommons.org/licenses/by/2.5/ar
Repositorio
Biblioteca Digital (UBA-FCEN)
Institución
Universidad Nacional de Buenos Aires. Facultad de Ciencias Exactas y Naturales
OAI Identificador
paperaa:paper_00905364_v32_n5_p1841_Yohai
Acceder
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network_name_str Biblioteca Digital (UBA-FCEN)
spelling Robust nonparametric inference for the medianYohai, V.J.Zamar, R.H.Confidence intervalNonparametricRobustTwo-sided testWe 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, 2004.2004info:eu-repo/semantics/articleinfo:eu-repo/semantics/publishedVersionhttp://purl.org/coar/resource_type/c_6501info:ar-repo/semantics/articuloapplication/pdfhttp://hdl.handle.net/20.500.12110/paper_00905364_v32_n5_p1841_YohaiAnn. Stat. 2004;32(5):1841-1857reponame:Biblioteca Digital (UBA-FCEN)instname:Universidad Nacional de Buenos Aires. Facultad de Ciencias Exactas y Naturalesinstacron:UBA-FCENenginfo:eu-repo/semantics/openAccesshttp://creativecommons.org/licenses/by/2.5/ar2025-11-13T08:45:29Zpaperaa:paper_00905364_v32_n5_p1841_YohaiInstitucionalhttps://digital.bl.fcen.uba.ar/Universidad públicaNo correspondehttps://digital.bl.fcen.uba.ar/cgi-bin/oaiserver.cgiana@bl.fcen.uba.arArgentinaNo correspondeNo correspondeNo correspondeopendoar:18962025-11-13 08:45:30.741Biblioteca Digital (UBA-FCEN) - Universidad Nacional de Buenos Aires. Facultad de Ciencias Exactas y Naturalesfalse
dc.title.none.fl_str_mv Robust nonparametric inference for the median
title Robust nonparametric inference for the median
spellingShingle Robust nonparametric inference for the median
Yohai, V.J.
Confidence interval
Nonparametric
Robust
Two-sided test
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
dc.creator.none.fl_str_mv Yohai, V.J.
Zamar, R.H.
author Yohai, V.J.
author_facet Yohai, V.J.
Zamar, R.H.
author_role author
author2 Zamar, R.H.
author2_role author
dc.subject.none.fl_str_mv Confidence interval
Nonparametric
Robust
Two-sided test
topic Confidence interval
Nonparametric
Robust
Two-sided test
dc.description.none.fl_txt_mv 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.
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.
publishDate 2004
dc.date.none.fl_str_mv 2004
dc.type.none.fl_str_mv info:eu-repo/semantics/article
info:eu-repo/semantics/publishedVersion
http://purl.org/coar/resource_type/c_6501
info:ar-repo/semantics/articulo
format article
status_str publishedVersion
dc.identifier.none.fl_str_mv http://hdl.handle.net/20.500.12110/paper_00905364_v32_n5_p1841_Yohai
url http://hdl.handle.net/20.500.12110/paper_00905364_v32_n5_p1841_Yohai
dc.language.none.fl_str_mv eng
language eng
dc.rights.none.fl_str_mv info:eu-repo/semantics/openAccess
http://creativecommons.org/licenses/by/2.5/ar
eu_rights_str_mv openAccess
rights_invalid_str_mv http://creativecommons.org/licenses/by/2.5/ar
dc.format.none.fl_str_mv application/pdf
dc.source.none.fl_str_mv Ann. Stat. 2004;32(5):1841-1857
reponame:Biblioteca Digital (UBA-FCEN)
instname:Universidad Nacional de Buenos Aires. Facultad de Ciencias Exactas y Naturales
instacron:UBA-FCEN
reponame_str Biblioteca Digital (UBA-FCEN)
collection Biblioteca Digital (UBA-FCEN)
instname_str Universidad Nacional de Buenos Aires. Facultad de Ciencias Exactas y Naturales
instacron_str UBA-FCEN
institution UBA-FCEN
repository.name.fl_str_mv Biblioteca Digital (UBA-FCEN) - Universidad Nacional de Buenos Aires. Facultad de Ciencias Exactas y Naturales
repository.mail.fl_str_mv ana@bl.fcen.uba.ar
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