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

DOI10.1214/15-AOS1375zbMath1357.60030arXiv1407.4546MaRDI QIDQ342663

Jinyuan Chang, Wen-Xin Zhou, Qui-Man 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

bootstrapmultiple hypothesis testingfalse discovery rateCramér-type moderate deviationsMann-Whitney \(U\)-testStudentized two-sample \(U\)-statisticstwo-sample \(t\)-statistics

Mathematics Subject Classification ID

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

Related Items (8)

Moderate deviations and nonparametric inference for monotone functions ⋮ Self-normalization: taming a wild population in a heavy-tailed world ⋮ Distributed inference for two‐sample U‐statistics in massive data analysis ⋮ Deviation inequalities and Cramér-type moderate deviations for the explosive autoregressive process ⋮ Weighted bootstrap for two-sample \(U\)-statistics ⋮ StarTrek: combinatorial variable selection with false discovery rate control ⋮ Cramér's type results for some bootstrapped \(U\)-statistics ⋮ A new perspective on robust \(M\)-estimation: finite sample theory and applications to dependence-adjusted multiple testing

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