par Dufour, Jean-Marie;Hallin, Marc 
Référence Econometric theory, 7, 2, page (253-263)
Publication Publié, 1991
Référence Econometric theory, 7, 2, page (253-263)
Publication Publié, 1991
Article révisé par les pairs
| Résumé : | This paper gives simple nonuniform bounds on the tail areas of the permutation distribution of the usual Student's t-statistic when the observations are independent with symmetric distributions. As opposed to uniform bounds, nonuniform bounds depend on the observed sample. It is shown that the nonuniform bounds proposed are always tighter than uniform exponential bounds previously suggested. The use of the bounds to perform non-parametric t-tests is discussed and numerical examples are presented. Further, the bounds are extended to t-tests in the context of a simple linear regression. © 1991, Cambridge University Press. All rights reserved. |
