ON ROBUST PROCEDURES.
Abstract
The author discusses some robust rank tests for the two sample shift problem and a robust simple estimator for the location parameter of symmetric unimodal distributions. For a set F of density functions a maximum rank test is one which maximizes the minimum limiting Pitman efficiency relative to the best possible test for each member of F. The main theorem gives conditions for a maximun rank test to exist. The relationship of the present paper to the work of Birnbaum and Laska, Hodges and Lehman, and P. Huber is discussed. (Author)
Document Details
- Document Type
- Technical Report
- Publication Date
- Mar 01, 1966
- Accession Number
- AD0630888
Entities
People
- Joseph L. Gastwirth
Organizations
- Johns Hopkins University