Nonparametric tests for the two-sample location problem are investigated. It is shown that the supremum of the size of any test can be arbitrarily close to 1. None of these tests is most robust against dependence.
@article{bwmeta1.element.bwnjournal-article-zmv22z4p469bwm, author = {Przemys\l aw Grzegorzewski}, title = {The robustness against dependence of nonparametric tests for the two-sample location problem}, journal = {Applicationes Mathematicae}, volume = {23}, year = {1995}, pages = {469-476}, zbl = {0814.62025}, language = {en}, url = {http://dml.mathdoc.fr/item/bwmeta1.element.bwnjournal-article-zmv22z4p469bwm} }
Grzegorzewski, Przemysław. The robustness against dependence of nonparametric tests for the two-sample location problem. Applicationes Mathematicae, Tome 23 (1995) pp. 469-476. http://gdmltest.u-ga.fr/item/bwmeta1.element.bwnjournal-article-zmv22z4p469bwm/
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