Nonuniform Bounds for Nonparametrict-Tests
- 1 June 1991
- journal article
- miscellanea
- Published by Cambridge University Press (CUP) in Econometric Theory
- Vol. 7 (2) , 253-263
- https://doi.org/10.1017/s0266466600004448
Abstract
This paper gives simple nonuniform bounds on the tail areas of the permutation distribution of the usual Student'st-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 nonparametrict-tests is discussed and numerical examples are presented. Further, the bounds are extended tot-tests in the context of a simple linear regression.Keywords
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