Inference Based on Simple Rank Step Score Statistics for the Location Model
作者:
EdwardP. Markowski,
ThomasP. Hettmansperger,
期刊:
Journal of the American Statistical Association
(Taylor Available online 1982)
卷期:
Volume 77,
issue 380
页码: 901-907
ISSN:0162-1459
年代: 1982
DOI:10.1080/01621459.1982.10477905
出版商: Taylor & Francis Group
关键词: Robust confidence intervals;Rank estimates;Nonparametric;Efficiency
数据来源: Taylor
摘要:
A class of estimation procedures that are robust, relatively efficient, and yet computationally simple is proposed for the one- and two-sample location problems. Particular emphasis is placed on the problem of determining confidence intervals, a topic that has seen limited exposure in the literature. As a by-product, some interesting point estimates are obtained. A class of score functions that are ordinary step functions is considered for the location model. Point estimates and confidence intervals are obtained by inverting the corresponding rank statistics. Efficiency and robustness properties of the procedures are investigated. Simple computational schemes for the estimates and intervals are provided.
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