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Nonuniform Bounds for Nonparametrict-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 tailareas of the permutation distribution of the usualStudent's t-statistic when theobservations are independent with symmetricdistributions. As opposed to uniform bounds,nonuniform bounds depend on the observed sample. Itis shown that the nonuniform bounds proposed arealways tighter than uniform exponential boundspreviously suggested. The use of the bounds toperform nonparametric t-tests isdiscussed and numerical examples are presented.Further, the bounds are extended tot-tests in the context of asimple linear regression.

Information

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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