Cramér-type moderate deviations for Studentized two-sample U-statistics with applications

DOI10.1214/15-AOS1375MaRDI QIDQ342663zbMATH OpenFDO

Authors Jinyuan Chang, Wen-Xin Zhou, Q. M. Shao

Publication date 18 November 2016

Published in The Annals of Statistics (Search for Journal in Brave)

Full work available at URL https://arxiv.org/abs/1407.4546

zbMATH Keywords

bootstrapfalse discovery ratemultiple hypothesis testingMann-Whitney \(U\)-testStudentized two-sample \(U\)-statisticstwo-sample \(t\)-statisticsCramér-type moderate deviations

Mathematics Subject Classification ID

Bootstrap, jackknife and other resampling methods (62F40) Large deviations (60F10) Asymptotic distribution theory in statistics (62E20) Hypothesis testing in multivariate analysis (62H15) Paired and multiple comparisons; multiple testing (62J15)

Abstract: Two-sample $U$-statistics are widely used in a broad range of applications, including those in the fields of biostatistics and econometrics. In this paper, we establish sharp Cram'{e}r-type moderate deviation theorems for Studentized two-sample $U$-statistics in a general framework, including the two-sample $t$-statistic and Studentized Mann-Whitney test statistic as prototypical examples. In particular, a refined moderate deviation theorem with second-order accuracy is established for the two-sample $t$-statistic. These results extend the applicability of the existing statistical methodologies from the one-sample $t$-statistic to more general nonlinear statistics. Applications to two-sample large-scale multiple testing problems with false discovery rate control and the regularized bootstrap method are also discussed.

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Cited in

(18)

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• Moderate deviations and nonparametric inference for monotone functions
• Self-normalization: taming a wild population in a heavy-tailed world
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• Self-normalized Cramér type moderate deviations for martingales and applications
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• Weighted bootstrap for two-sample \(U\)-statistics
• Cramér-type moderate deviation for the maximum of the periodogram with application to simultaneous tests in gene expression time series
• Asymptotic false discovery control of the Benjamini-Hochberg procedure for pairwise comparisons
• Deviation inequalities and Cramér-type moderate deviations for the explosive autoregressive process
• Cramér's type results for some bootstrapped \(U\)-statistics
• Moderate deviations for parameter estimation in the fractional Ornstein-Uhlenbeck processes with periodic mean
• Moderate deviations for two sample t-statistics

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