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October 2004 Robust nonparametric inference for the median
Víctor J. Yohai, Ruben H. Zamar
Ann. Statist. 32(5): 1841-1857 (October 2004). DOI: 10.1214/009053604000000634

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.

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Víctor J. Yohai. Ruben H. Zamar. "Robust nonparametric inference for the median." Ann. Statist. 32 (5) 1841 - 1857, October 2004. https://doi.org/10.1214/009053604000000634

Information

Published: October 2004
First available in Project Euclid: 27 October 2004

zbMATH: 1057.62035
MathSciNet: MR2102495
Digital Object Identifier: 10.1214/009053604000000634

Subjects:
Primary: 62F35
Secondary: 62G35

Rights: Copyright © 2004 Institute of Mathematical Statistics

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Vol.32 • No. 5 • October 2004
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