Improved Eaton Bounds for Linear Combinations of Bounded Radom Variables, With Statistical Applications

DOI10.2307/2290795zbMATH Open0792.62041OpenAlexW4232782897MaRDI QIDQ3142147FDOQ3142147

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

zbMATH Keywords

tablestrendheteroscedasticityserial correlationregressiontail probabilitiescritical valuessignificance levelsconservative testlocation shiftsbounded random variablesEaton's inequalitylinear combinations of i.i.d. Bernoulli variableslinear signed rank testsnonormalitypermutation \(t\) tests

Mathematics Subject Classification ID

Nonparametric hypothesis testing (62G10) Probabilistic methods, stochastic differential equations (65C99) Inequalities; stochastic orderings (60E15)

Cited In (7)

• Distribution-free bounds for serial correlation coefficients in heteroskedastic symmetric time series
• Finite-sample exact tests for linear regressions with bounded dependent variables
• A conversation with Marc Hallin
• On domination of tail probabilities of (super)martingales: explicit bounds
• Exact inequalities for sums of asymmetric random variables, with applications
• On the Bennett-Hoeffding inequality
• New robust inference for predictive regressions

   Recommendations

• Simple exact bounds for distributions of linear signed rank statistics 👍 👎
• Bounds for a nonparametric t table 👍 👎
• Title not available (Why is that?) 👍 👎
• Some improvements on the Birnbaum-McCarty bound for \(P(Y<X)\) 👍 👎
• Distribution-Free Confidence Bounds for P(X 1 + X 2 + ⋯+ X k < Z) 👍 👎

This page was built for publication: Improved Eaton Bounds for Linear Combinations of Bounded Radom Variables, With Statistical Applications

Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q3142147)