A resistant test for simple linear regression

Authors
Citation
H. Zayed et D. Quade, A resistant test for simple linear regression, J NONPARA S, 10(2), 1999, pp. 183-196
Citations number
22
Categorie Soggetti
Mathematics
Journal title
JOURNAL OF NONPARAMETRIC STATISTICS
ISSN journal
10485252 → ACNP
Volume
10
Issue
2
Year of publication
1999
Pages
183 - 196
Database
ISI
SICI code
1048-5252(1999)10:2<183:ARTFSL>2.0.ZU;2-J
Abstract
A new nonparametric test for simple linear regression that is resistant to gross errors is introduced for resting the null hypothesis H-0:alpha = alph a(0), beta = beta(0) against all alternatives. Using test resistances, the proposed lest is shown to be more resistant to gross errors than the Brown- Mood and the Lancaster-Quade tests. Next, an alternative point extimate for the slope is proposed. It is shown that the proposed estimator attains the highest possible breakdown point. Finally, these findings are illustrated by an example.