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Persistent link: https://www.econbiz.de/10009578584
Statistics is considered to be a difficult science since it requires a variety of skills including handling of … quantitative data, graphical insights as well as mathematical ability. Yet ever increasing special knowledge of statistics is … educated statisticians is visible, our methods of teaching statistics follow essentially the ideas developed by our …
Persistent link: https://www.econbiz.de/10009579170
We introduce a nonparametric smoothing procedure for nonparametric factor analaysis of multivariate time series. The asymptotic properties of the proposed procedures are derived. We present an application based on the residuals from the Fair macromodel. -- Factor Analysis ; Time Series ; Kernel...
Persistent link: https://www.econbiz.de/10009578000
We propose a nonparametric test for checking parametric hypotheses about the stationary density of weakly dependent observations. The test statistic is based on the L2-distance between a nonparametric and a smoothed version of a parametric estimate of the stationary density. It can be shown that...
Persistent link: https://www.econbiz.de/10009578009
Stochastic Volatility (SV) models are widely used in financial applications. To decide whether standard parametric restrictions are justified for a given dataset, a statistical test is required. In this paper, we develop such a test based on the linear state space representation. We provide a...
Persistent link: https://www.econbiz.de/10009578026
A user interface is one of the most important factor's for deciding the usefulness of a statistical system. Nowadays, a graphical user interface (GUI) is popular because it is easy and intuitive to use. A character user interface (CUI) is, however, still important for using full abilities of the...
Persistent link: https://www.econbiz.de/10009615420
Statistics is often difficult for students, since it requires coordination of quantitative and graphical insights with … mathematical ability. Furthermore, ever-increasing special knowledge of statistics is demanded, since data of increasing complexity … teaching statistics is obsolete, continuing to rely on the blackboard, textbooks, and handwritten homework. With only these …
Persistent link: https://www.econbiz.de/10009581096
Persistent link: https://www.econbiz.de/10001916797