Qualitative robustness of rank tests

Authors
Citation
Rieder, Helmut, Qualitative robustness of rank tests, Annals of statistics , 10(1), 1982, pp. 205-211
Journal title
ISSN journal
00905364
Volume
10
Issue
1
Year of publication
1982
Pages
205 - 211
Database
ACNP
SICI code
Abstract
An asymptotic notion of robust tests is studied which is based on the requirement of equicontinuous error probabilities. If the test statistics are consistent, their robustness in Hampel's sense and robustness of the associated tests turn out to be equivalent. Uniform extensions are considered. Moreover, test breakdown points are defined. The main applications are on rank statistics: they are generally robust, under a slight condition even uniformly so; their points of final breakdown coincide with the breakdown points of the corresponding R - estimators.