Abstract
The paper deals with robustness of nonparametric sign tests against outliers in the autoregression AR(1) model. We consider the local scheme of data contamination by independent additive outliers with intensity O(n −1/2). The qualitative robustness of tests in terms of power equicontinuity is obtained.
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Boldin, M.V. Local robustness of sign tests in AR(1) against outliers. Math. Meth. Stat. 20, 1–13 (2011). https://doi.org/10.3103/S1066530711010017
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DOI: https://doi.org/10.3103/S1066530711010017