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Nonuniform Bounds for Nonparametric t-Tests

Published online by Cambridge University Press:  11 February 2009

Jean-Marie Dufour  and
Marc Hallin
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Abstract

This paper gives simple nonuniform bounds on the tail areas of the permutation distribution of the usual Student's t-statistic when the observations are independent with symmetric distributions. As opposed to uniform bounds, nonuniform bounds depend on the observed sample. It is shown that the nonuniform bounds proposed are always tighter than uniform exponential bounds previously suggested. The use of the bounds to perform nonparametric t-tests is discussed and numerical examples are presented. Further, the bounds are extended to t-tests in the context of a simple linear regression.

Type
Brief Report
Information
Econometric Theory , Volume 7 , Issue 2 , June 1991 , pp. 253 - 263
Copyright
Copyright © Cambridge University Press 1991

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