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Non-Uniform Bounds For Nonparametric T Tests

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  • DUFOUR, J-M.

Abstract

This Paper Gives Non-Uniform 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, Non-Uniform Bounds Depend on the Observed Sample. It Is Shown That the Non-Uniform 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.
(This abstract was borrowed from another version of this item.)
(This abstract was borrowed from another version of this item.)

Suggested Citation

  • Dufour, J-M., 1988. "Non-Uniform Bounds For Nonparametric T Tests," Cahiers de recherche 8820, Centre interuniversitaire de recherche en économie quantitative, CIREQ.
    • Handle: RePEc:mtl:montec:8820
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    Cited by:

    1. Dufour, Jean-Marie & Farhat, Abdeljelil & Hallin, Marc, 2006. "Distribution-free bounds for serial correlation coefficients in heteroskedastic symmetric time series," Journal of Econometrics, Elsevier, vol. 130(1), pages 123-142, January.
    2. Renato Flôres & Ariane Szafarz, 1997. "Testing the Information Structure of Eastern European Markets: The Warsaw Stock Exchange," Economic Change and Restructuring, Springer, vol. 30(2), pages 91-105, May.
    3. Bryan Campbell & Eric Ghysels, 1997. "An Empirical Analysis of the Canadian Budget Process," Canadian Journal of Economics, Canadian Economics Association, vol. 30(3), pages 553-576, August.
    4. Dufour, Jean-Marie & Taamouti, Abderrahim, 2010. "Exact optimal inference in regression models under heteroskedasticity and non-normality of unknown form," Computational Statistics & Data Analysis, Elsevier, vol. 54(11), pages 2532-2553, November.

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