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

DOI10.2307/2290795zbMath0792.62041OpenAlexW4232782897MaRDI 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

zbMATH Keywords

trendtablesheteroscedasticitycritical valuesserial correlationtail probabilitiesregressionsignificance 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) Inequalities; stochastic orderings (60E15) Probabilistic methods, stochastic differential equations (65C99)

Related Items (5)

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

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