Large deviation approximations for the Mann–Whitney statistic and the Jonckheere–Terpstra statistic
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Publication:2863055
DOI10.1080/10485252.2013.816701zbMath1416.62132OpenAlexW2047925030MaRDI QIDQ2863055
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
Nonparametric hypothesis testing (62G10) Large deviations (60F10) Approximations to statistical distributions (nonasymptotic) (62E17)
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Cites Work
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- 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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