The Annals of Statistics

Robustness of the Wilcoxon Test to a Certain Dependency Between Samples

Myles Hollander, Gordon Pledger, and Pi-Erh Lin

Full-text: Open access

Abstract

Robustness properties of the two-sample Wilcoxon test are established when the assumption of independence between samples is weakened to allow pairing. In particular, the test is shown to be (asymptotically) conservative when the bivariate distribution governing the pairing is positively quadrant dependent.

Article information

Source
Ann. Statist., Volume 2, Number 1 (1974), 177-181.

Dates
First available in Project Euclid: 12 April 2007

Permanent link to this document
https://projecteuclid.org/euclid.aos/1176342623

Digital Object Identifier
doi:10.1214/aos/1176342623

Mathematical Reviews number (MathSciNet)
MR343460

Zentralblatt MATH identifier
0273.62025

JSTOR
links.jstor.org

Subjects
Primary: 62G10: Hypothesis testing
Secondary: 62G35: Robustness

Keywords
Wilcoxon two-sample statistic robustness dependence between samples

Citation

Hollander, Myles; Pledger, Gordon; Lin, Pi-Erh. Robustness of the Wilcoxon Test to a Certain Dependency Between Samples. Ann. Statist. 2 (1974), no. 1, 177--181. doi:10.1214/aos/1176342623. https://projecteuclid.org/euclid.aos/1176342623


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