Robustness of sign tests in autoregression / M. V. Boldin. // Vestnik Moskovskogo Universiteta. Seriya 1. Matematika. Mekhanika. 2012. № 3. P. 40-43 [Moscow Univ. Math. Bulletin. Vol. 72, N 2, 2017. P. 0].
Robustness of sign tests in autoregression against outliers is studied. The local scheme of observations contamination by additive isolated outliers with the intensity O(n-1/2), n is the size of observations, is considered.
Key words: hypotheses testing, autoregression, sign tests, outliers, robustness.