Please use this identifier to cite or link to this item: http://hdl.handle.net/10419/119315
Authors: 
Christmann, Andreas
Year of Publication: 
1998
Series/Report no.: 
Technical Report, Sonderforschungsbereich 475, Komplexitätsreduktion in Multivariaten Datenstrukturen, Universität Dortmund 1998,02
Abstract: 
The behaviour of group sequential tests in the two-sample problem is investigated if one replaces the classical non-robust estimators in the t-test statistic by modern robust estimators of location and scale. Hampel's 3-part redescending M-estimator 25A used in the Princeton study and the robust scale estimators length of the shortest half proposed by Rousseeuw & Leroy and Q proposed by Rousseeuw & Croux are considered. Of special interest are level, power and the average sample size number of the tests. It is investigated, whether commerical software can be used to apply these tests.
Subjects: 
Average sample size number
Group sequential test
Length of the shortest half
Outliers
Redescending M-estimator
Robustness
Scale estimator Q
Document Type: 
Working Paper

Files in This Item:
File
Size
179.76 kB
55.75 kB
357.86 kB
210.99 kB





Items in EconStor are protected by copyright, with all rights reserved, unless otherwise indicated.