Journal of Statistical Distributions and Applications

Table 3 Summary of results of simulation study of rank-based procedures and the mle procedure for the skew-normal with shape α =5 distribution and a skew-normal contaminated distribution

From: Efficient and adaptive rank-based fits for linear models with skew-normal errors

	Skew normal errors				Contaminated errors
	β		θ		β		θ
Proced.	ARE	Conf.	ARE	Conf.	ARE	Conf.	ARE	Conf.
rb α=2	1.02	0.96	1.04	0.96	6.61	0.98	10.84	0.98
rb α=3	1.09	0.96	1.11	0.96	7.43	0.97	12.24	0.98
rb α=4	1.13	0.96	1.15	0.96	7.79	0.97	12.91	0.98
rb α=5	1.14	0.96	1.16	0.96	7.85	0.96	13.10	0.97
rb α=6	1.13	0.95	1.16	0.96	7.73	0.96	13.02	0.97
rb α=7	1.11	0.95	1.14	0.95	7.49	0.95	12.72	0.97
rb α=8	1.09	0.95	1.12	0.95	7.17	0.95	12.30	0.96
rb α=10	1.04	0.94	1.07	0.94	6.46	0.94	11.22	0.95
rb Wil.	0.78	0.95	0.79	0.95	4.70	0.96	7.56	0.97
LS	0.70	0.95	0.71	0.95	0.20	0.95	0.31	0.95
mle	1.00	0.93	1.00	0.93	1.00	0.96	1.00	0.99

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