Improved Eaton Bounds for Linear Combinations of Bounded Radom Variables, With Statistical Applications
DOI10.2307/2290795zbMath0792.62041MaRDI QIDQ3142147
Jean-Marie Dufour, Marc Hallin
Publication date: 26 July 1994
Published in: Journal of the American Statistical Association (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.2307/2290795
trend; tables; heteroscedasticity; critical values; serial correlation; tail probabilities; regression; significance levels; conservative test; location shifts; bounded random variables; Eaton's inequality; linear combinations of i.i.d. Bernoulli variables; linear signed rank tests; nonormality; permutation \(t\) tests
62G10: Nonparametric hypothesis testing
60E15: Inequalities; stochastic orderings
65C99: Probabilistic methods, stochastic differential equations
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