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

DOI10.1080/10485252.2013.816701zbMath1416.62132OpenAlexW2047925030MaRDI QIDQ2863055

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

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)

Related Items (2)

Asymptotic approximation for the probability density function of an arbitrary sequence of random variables ⋮ Asymptotic approximations for some distributions of ratios

Cites Work

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• Strong large deviations for arbitrary sequences of random variables
• Large deviation local limit theorems for arbitrary sequences of random variables
• A Saddlepoint Approximation to a Nonparametric Test for Ordered Alternatives
• The normal, Edgeworth, saddlepoint and uniform approximations to the Wilcoxon–Mann–Whitney null-distribution: a numerical comparison
• On the power of Jonckheere's k-sample test against ordered alternatives
• On a Test of Whether one of Two Random Variables is Stochastically Larger than the Other
• A DISTRIBUTION-FREE 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

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