Large deviation approximations for the Mann-Whitney statistic and the Jonckheere-Terpstra statistic

DOI10.1080/10485252.2013.816701zbMATH Open1416.62132OpenAlexW2047925030MaRDI QIDQ2863055FDOQ2863055

Authors: Cyrille Joutard 

Publication date: 21 November 2013

Published in: Journal of Nonparametric Statistics (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1080/10485252.2013.816701

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zbMATH Keywords

Wilcoxon-Mann-Whitney teststrong large deviationsJonckheere-Terpstra test

Mathematics Subject Classification ID

Nonparametric hypothesis testing (62G10) Large deviations (60F10) Approximations to statistical distributions (nonasymptotic) (62E17)

Cites Work

• On a Test of Whether one of Two Random Variables is Stochastically Larger than the Other
• Strong large deviations for arbitrary sequences of random variables
• A DISTRIBUTION-FREE k-SAMPLE TEST AGAINST ORDERED ALTERNATIVES
• The normal, Edgeworth, saddlepoint and uniform approximations to the Wilcoxon–Mann–Whitney null-distribution: a numerical comparison
• Saddlepoint approximations of the two-sample Wilcoxon statistic
• Large deviation local limit theorems for arbitrary sequences of random variables
• A saddlepoint approximation to a nonparametric test for ordered alternatives
• On the power of Jonckheere's k-sample test against ordered alternatives
• A uniform bound on the characteristic function of the exponentially tilted null-distribution of a simple linear rank statistic and its rate of convergence

Cited In (4)

• Where variance is largest for Mann and Whitney's U under a sum of powers marginal distribution
• A Uniform Saddlepoint Expansion for the Null-Distribution of the Wilcoxon-Mann-Whitney Statistic
• Asymptotic approximations for some distributions of ratios
• Asymptotic approximation for the probability density function of an arbitrary sequence of random variables

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