Translator Disclaimer
March, 1982 Qualitative Robustness of Rank Tests
Helmut Rieder
Ann. Statist. 10(1): 205-211 (March, 1982). DOI: 10.1214/aos/1176345703

Abstract

An asymptotic notion of robust tests is studied which is based on the requirement of equicontinuous error probabilities. If the test statistics are consistent, their robustness in Hampel's sense and robustness of the associated tests turn out to be equivalent. Uniform extensions are considered. Moreover, test breakdown points are defined. The main applications are on rank statistics: they are generally robust, under a slight condition even uniformly so; their points of final breakdown coincide with the breakdown points of the corresponding $R$ - estimators.

Citation

Download Citation

Helmut Rieder. "Qualitative Robustness of Rank Tests." Ann. Statist. 10 (1) 205 - 211, March, 1982. https://doi.org/10.1214/aos/1176345703

Information

Published: March, 1982
First available in Project Euclid: 12 April 2007

zbMATH: 0484.62054
MathSciNet: MR642732
Digital Object Identifier: 10.1214/aos/1176345703

Subjects:
Primary: 62G35
Secondary: 62E20, 62G10

Rights: Copyright © 1982 Institute of Mathematical Statistics

JOURNAL ARTICLE
7 PAGES


SHARE
Vol.10 • No. 1 • March, 1982
Back to Top