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Breakdown bounds and expected test resistance 

Authors: Clint W. Coakley a; Thomas P. Hettmansperger a
Affiliation:   a Virginia Polytechnic Institut, USA
DOI: 10.1080/10485259208832529
Publication Frequency: 8 issues per year
Published in: journal Journal of Nonparametric Statistics, Volume 1, Issue 4 1992 , pages 267 - 276
Formats available: PDF (English)
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Abstract

In many estimation problems the highest possible breakdown point is 50% of the sample. However, this is not always the case. We give an upper bound for the breakdown point of equivariant estimators in the k-sample model. The two-sample model is also discussed and estimators that achieve the bounds are highlighted. The expected resistance, a new criterion for robust tests, is proposed. The expected resistance to rejection (or acceptance) is essentially the expected proportion of contamination necessary to move a test statistic from the acceptance (or rejection) region into the rejection (or acceptance) region. It averages the resistance of a test statistic over all possible samples under the null (or alternative) hypothesis. The expected resistances of the sign test are derived and the expected resistance to rejection of two-sample tests are simulated and reported.
Keywords: Breakdown point; resistance; robustness; nonparametric methods; contamination models; one-way layout; two-sample model
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