Moderate deviations for two sample t-statistics

DOI10.1051/PS:2007020MaRDI QIDQ5429603zbMATH OpenOpenAlexFDO

Authors Hongyuan Cao

Publication date 30 November 2007

Published in ESAIM: Probability and Statistics (Search for Journal in Brave)

Full work available at URL http://www.numdam.org/item?id=PS_2007__11__264_0, https://eudml.org/doc/104373

zbMATH Keywords

asymptotic distributionmoderate deviationtwo sample t-statistic

Mathematics Subject Classification ID

Large deviations (60F10) Sums of independent random variables; random walks (60G50) Asymptotic properties of parametric tests (62F05)

Recommendations

• Strong moderate deviation theorems
• Nonhomogeneous samples in the Behrens-Fisher problem
• Cramér-type moderate deviations for Studentized two-sample U-statistics with applications
• scientific article; zbMATH DE number 800076
• A Cramér type large deviation result for Student's \(t\)-statistic

Cites work

• A Cramér type large deviation result for Student's \(t\)-statistic
• scientific article; zbMATH DE number 741240 (Why is no real title available?)
• On the self-normalized Cramér-type large deviation
• Self-normalized Cramér-type large deviations for independent random variables.
• Self-normalized large deviations
• When is the Student \(t\)-statistic asymptotically standard normal?

Cited in

(6)

• High-dimensional classification using features annealed independence rules
• Wilcoxon-Mann-Whitney or t-test? On assumptions for hypothesis tests and multiple interpretations of decision rules
• Moderate deviations for the moment estimators in Rayleigh distribution with two parameters
• Cramér-type moderate deviations for Studentized two-sample U-statistics with applications
• Tail approximations for the Student \(t\)-, \(F\)-, and Welch statistics for non-normal and not necessarily i.i.d. random variables
• Simultaneous critical values for t-tests in very high dimensions

This page was built for publication: Moderate deviations for two sample t-statistics

Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q5429603)