English

Cram\'{e}r-type moderate deviations for Studentized two-sample $U$-statistics with applications

Statistics Theory 2016-09-29 v7 Probability Statistics Theory

Abstract

Two-sample UU-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 UU-statistics in a general framework, including the two-sample tt-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 tt-statistic. These results extend the applicability of the existing statistical methodologies from the one-sample tt-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.

Cite

@article{arxiv.1407.4546,
  title  = {Cram\'{e}r-type moderate deviations for Studentized two-sample $U$-statistics with applications},
  author = {Jinyuan Chang and Qi-Man Shao and Wen-Xin Zhou},
  journal= {arXiv preprint arXiv:1407.4546},
  year   = {2016}
}

Comments

Published at http://dx.doi.org/10.1214/15-AOS1375 in the Annals of Statistics (http://www.imstat.org/aos/) by the Institute of Mathematical Statistics (http://www.imstat.org)

R2 v1 2026-06-22T05:06:11.790Z