Niu, Cuizhen; Guo, Xu; McAleer, Michael; Wong, Wing Keung - 2017
is well known to have advantages over other measures. In this paper, we extend the theory by constructing a one … simulations to show the proposed theory performs well for one and two independent samples. The simulations show that the proposed … approach is robust in the dependent case. The theory developed is used to construct both one-sample and two-sample confidence …