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
Subjects:
Mathematical Economics;
Mathematical Finance;
Medical Statistics;
Statistical Theory & Methods;
Statistics;
Statistics for the Biological Sciences;
Stochastic Models & Processes;
Formats available:
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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.
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| Keywords: Breakdown point; resistance; robustness; nonparametric methods; contamination models; one-way layout; two-sample model |
| view references (17) : view citations |

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