On group sequential tests based on robust location and scale estimators in the two-sample problem

Andreas Christmann

No 1998,02, Technical Reports from Technische Universität Dortmund, Sonderforschungsbereich 475: Komplexitätsreduktion in multivariaten Datenstrukturen

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.

Keywords: Average sample size number; Group sequential test; Length of the shortest half; Outliers; Redescending M-estimator; Robustness; Scale estimator Q (search for similar items in EconPapers)
Date: 1998
References: View references in EconPapers View complete reference list from CitEc
Citations:

Downloads: (external link)
https://www.econstor.eu/bitstream/10419/119315/1/1998-02a.pdf (application/pdf)

Related works:
This item may be available elsewhere in EconPapers: Search for items with the same title.

Export reference: BibTeX RIS (EndNote, ProCite, RefMan) HTML/Text

Persistent link: https://EconPapers.repec.org/RePEc:zbw:sfb475:199802

Access Statistics for this paper

More papers in Technical Reports from Technische Universität Dortmund, Sonderforschungsbereich 475: Komplexitätsreduktion in multivariaten Datenstrukturen Contact information at EDIRC.
Bibliographic data for series maintained by ZBW - Leibniz Information Centre for Economics ().