Nonuniform Bounds for Nonparametric t-Tests

B-Tier
Journal: Econometric Theory
Year: 1991
Volume: 7
Issue: 2
Pages: 253-263

Authors (2)

Dufour, Jean-Marie (not in RePEc) Hallin, Marc (Université Libre de Bruxelles)

Score contribution per author:

1.005 = (α=2.01 / 2 authors) × 1.0x B-tier

α: calibrated so average coauthorship-adjusted count equals average raw count

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.

Technical Details

RePEc Handle
repec:cup:etheor:v:7:y:1991:i:02:p:253-263_00
Journal Field
Econometrics
Author Count
2
Added to Database
2026-01-25