Qualitative Robustness of Tests
定义了检验的定性稳健性,证明无条件检验的稳健性等价于检验统计量的连续性,并指出条件检验不满足此性质;列举了常见检验的稳健性情况。
Abstract A test is qualitatively robust by definition if its sequence of – n-1 log transformed P values, n being a measure of the sample size, is continuous as a point function of the observations and weakly equicontinuous as a function of discrete probability measures. This definition is applitable both to unconditional and to conditional tests. Under weak regularity conditions, an unconditional test is qualitatively robust if and only if its test statistic is continuous; a counterexample shows that conditional tests do not share this property. The sample mean, Student's t and [Ybar] — [Xbar] permutation tests are not qualitatively robust; the sign, Wilcoxon, Huber censored likelihood, and normal scores tests are qualitatively robust.