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arxiv: 1407.4546 · v7 · pith:RLOJ5OMMnew · submitted 2014-07-17 · 🧮 math.ST · math.PR· stat.TH

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

classification 🧮 math.ST math.PRstat.TH
keywords two-samplestatisticstatisticsapplicationsmoderatestudentizedcramdeviation
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Two-sample $U$-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 $U$-statistics in a general framework, including the two-sample $t$-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 $t$-statistic. These results extend the applicability of the existing statistical methodologies from the one-sample $t$-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.

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