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Contents of PMS, Vol. 6, Fasc. 1,
pages 1 - 10
 

ROBUST TESTS AGAINST DEPENDENCE

Ludger Rüschendorf

Abstract: When testing simple hypotheses ox n P , i=1 i ox n Q i=1 i in a robust framework one usually considers neighbourhoods of P i and Q i in terms of e -contamination or total variation, which are describable in terms of capacities. In the present paper we consider neighbourhoods which allow any departure from independence, but retain the marginals P, i Q i of the test problem, i.e. we consider the extreme case, where exact measurement of the components is possible but no assumptions can be made about the independence.

2000 AMS Mathematics Subject Classification: Primary: -; Secondary: -;

Key words and phrases: -

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