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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.

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Bibliographic Info

Paper provided by Centre interuniversitaire de recherche en économie quantitative, CIREQ in its series Cahiers de recherche with number 8820.

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Length: 9 pages
Date of creation: 1988
Date of revision:
Handle: RePEc:mtl:montec:8820

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Keywords: tests ; distribution ; statistics;

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Cited by:
  1. Renato Flôres & Ariane Szafarz, 1997. "Testing the Information Structure of Eastern European Markets: The Warsaw Stock Exchange," ULB Institutional Repository 2013/707, ULB -- Universite Libre de Bruxelles.
  2. DUFOUR, Jean-Marie & FARHAT, Abdeljelil & HALLIN, Marc, 2005. "Distribution-Free Bounds for Serial Correlation Coefficients in Heteroskedastic Symmetric Time Series," Cahiers de recherche 05-2005, Centre interuniversitaire de recherche en économie quantitative, CIREQ.
  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 553-76, 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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