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Article Dans Une Revue Journal of Nonparametric Statistics Année : 2013

Large deviation approximations for the Mann–Whitney statistic and the Jonckheere–Terpstra statistic

Résumé

We establish strong large deviation results for the Mann–Whitney statistic and the Jonckheere–Terpstra statistic, that is, asymptotic expansions of large deviation type for the tail probabilities.We then carry out some numerical comparisons with the exact upper tail probabilities for theWilcoxon–Mann–Whitney test and the Jonckheere–Terpstra test.
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Dates et versions

hal-01817764 , version 1 (18-06-2018)

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Cyrille Joutard. Large deviation approximations for the Mann–Whitney statistic and the Jonckheere–Terpstra statistic. Journal of Nonparametric Statistics, 2013, 25 (4), pp.873 - 888. ⟨10.1080/10485252.2013.816701⟩. ⟨hal-01817764⟩
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