# The robustness against dependence of nonparametric tests for the two-sample location problem

Applicationes Mathematicae (1995)

- Volume: 22, Issue: 4, page 469-476
- ISSN: 1233-7234

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topGrzegorzewski, Przemysław. "The robustness against dependence of nonparametric tests for the two-sample location problem." Applicationes Mathematicae 22.4 (1995): 469-476. <http://eudml.org/doc/219107>.

@article{Grzegorzewski1995,

abstract = {Nonparametric tests for the two-sample location problem are investigated. It is shown that the supremum of the size of any test can be arbitrarily close to 1. None of these tests is most robust against dependence.},

author = {Grzegorzewski, Przemysław},

journal = {Applicationes Mathematicae},

keywords = {size of test; robustness of tests; nonparametric tests for the two-sample location problem; robustness against dependence; Rueschendorf's epsilon neighbourhoods; Mann-Whitney- Wilcoxon test; two-sample location problem},

language = {eng},

number = {4},

pages = {469-476},

title = {The robustness against dependence of nonparametric tests for the two-sample location problem},

url = {http://eudml.org/doc/219107},

volume = {22},

year = {1995},

}

TY - JOUR

AU - Grzegorzewski, Przemysław

TI - The robustness against dependence of nonparametric tests for the two-sample location problem

JO - Applicationes Mathematicae

PY - 1995

VL - 22

IS - 4

SP - 469

EP - 476

AB - Nonparametric tests for the two-sample location problem are investigated. It is shown that the supremum of the size of any test can be arbitrarily close to 1. None of these tests is most robust against dependence.

LA - eng

KW - size of test; robustness of tests; nonparametric tests for the two-sample location problem; robustness against dependence; Rueschendorf's epsilon neighbourhoods; Mann-Whitney- Wilcoxon test; two-sample location problem

UR - http://eudml.org/doc/219107

ER -

## References

top- [1] P. Grzegorzewski, Nonparametric tests for two-sample location problem, Mat. Stos. 34 (1991), 37-57 (in Polish). Zbl0752.62037
- [2] P. Grzegorzewski, The infinitesimal robustness of tests against dependence, Zastos. Mat. 21 (3) (1992), 455-460. Zbl0782.62052
- [3] M. Hollander, G. Pledger and P. E. Lin, Robustness of the Wilcoxon test to a certain dependency between samples, Ann. Statist. 2 (1974), 177-181. Zbl0273.62025
- [4] A. N. Pettit and V. Siskind, Effect of within-sample dependence on the MWW statistic, Biometrica 68 (1981), 437-441. Zbl0465.62024
- [5] L. Rüschendorf, Construction of multivariate distributions with given marginals, Ann. Inst. Statist. Math. 37 (1985), 225-233. Zbl0573.62045
- [6] R. J. Serfling, The Wilcoxon two-sample statistic on strongly mixing processes, Ann. Math. Statist. 39 (1968), 1202-1209. Zbl0162.21905
- [7] R. Zieliński, Robust statistical procedures: a general approach, in: Lecture Notes in Math. 982, Springer, 1983, 283-295.
- [8] R. Zieliński, Robustness of two-sample tests to dependence of the observations, Mat. Stos. 32 (1989), 5-18 (in Polish). Zbl0714.62042
- [9] R. Zieliński, Robustness of the one-sided Mann-Whitney-Wilcoxon test to dependency between samples, Statist. Probab. Lett. 10 (1990), 291-295. Zbl0703.62059

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