Empirical distributions of the robustified $t$-test statistics

no code implementations • 6 Jul 2018 • Chanseok Park, Min Wang

Based on the median and the median absolute deviation estimators, and the Hodges-Lehmann and Shamos estimators, robustified analogues of the conventional $t$-test statistic are proposed.

Applications

Note on the robustification of the Student $t$-test statistic using the median and the median absolute deviation

no code implementations • 30 May 2018 • Chanseok Park

In this note, we propose a robustified analogue of the conventional Student $t$-test statistic.

Methodology