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

DOI10.1214/15-AOS1375zbMATH Open1357.60030arXiv1407.4546MaRDI QIDQ342663FDOQ342663

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)

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.

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

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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)

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