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Diagnostic Tools for Nonlinearity in Spatial Models
de Graaff, Thomas; Florax, Raymond J.G.M.; Nijkamp, Peter; … - 1998
There is an increasing awareness of the potential of nonlinear modeling in regional science, which can partly be explained by the recognition of the limitations of conventional equilibrium models in complex situationsand partly by the easy availability and accessibility of sophisticated...
Persistent link: https://www.econbiz.de/10010324411
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A K-sample Homogeneity Test based on the Quantification of the p-p Plot
Hinloopen, Jeroen; Wagenvoort, Rien; van Marrewijk, Charles - 2008
two balanced samples absent ties the finite sample distribution of the HWM index is derived. Simulations show that in most … cases unbalanced samples and ties have little effect on this distribution. The d-d plot allows for a straightforward … extension to the K-sample HWM index. As we have not been able to derive the distribution of the index for K>2, we simulate …
Persistent link: https://www.econbiz.de/10010325767
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On the Exact Finite Sample Distribution of the L1 -FCvM Test Statistic
Hinloopen, Jeroen - 2011
We derive the exact finite sample distribution of the L1-version ofthe Fisz-Cramér-von Mises test statistic (L1-FCvM … underlying p-p plots emerge. Comparing the finitesample distribution with the (known) limiting distribution showsthat the latter … distribution differfrom the exact values, this will not lead to differences in the rejectionof the underlying hypothesis. …
Persistent link: https://www.econbiz.de/10010325887
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Identifying All Distinct Sample P-P Plots, with an Application to the Exact Finite Sample Distribution of the L1-FCvM Test Statistic
Hinloopen, Jeroen; Wagenvoort, Rien - 2010
P-p plots contain all the information that is needed for scale-invariant comparisons. Indeed, Empirical Distribution … thus used to derive the exact finite sample distribution of the L1-version of the Fisz-Cramér-von Mises test. Comparing … this distribution with the (known) limiting distribution shows that the latter can always be used for hypothesis testing …
Persistent link: https://www.econbiz.de/10010325915
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Out-of-sample Comparison of Copula Specifications in Multivariate Density Forecasts
Diks, Cees; Panchenko, Valentyn; van Dijk, Dick - 2008
We introduce a statistical test for comparing the predictive accuracy of competing copula specifications in multivariate density forecasts, based on the Kullback-Leibler Information Criterion (KLIC). The test is valid under general conditions: in particular it allows for parameter estimation...
Persistent link: https://www.econbiz.de/10010325942
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Comparing the Accuracy of Copula-Based Multivariate Density Forecasts in Selected Regions of Support
Diks, Cees; Panchenko, Valentyn; Sokolinskiy, Oleg; van … - 2013
forecasts, focusing on a specific part of the joint distribution. The test is framed in the context of the Kullback …
Persistent link: https://www.econbiz.de/10010326216
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Identifying All Distinct Sample P-P Plots, with an Application to the Exact Finite Sample Distribution of the L1-FCvM Test Statistic
Hinloopen, Jeroen; Wagenvoort, Rien - 2010
P-p plots contain all the information that is needed for scale-invariant comparisons. Indeed, Empirical Distribution … thus used to derive the exact finite sample distribution of the L1-version of the Fisz-Cramér-von Mises test. Comparing … this distribution with the (known) limiting distribution shows that the latter can always be used for hypothesis testing …
Persistent link: https://www.econbiz.de/10014191771
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A K-Sample Homogeneity Test Based on the Quantification of the p-p Plot : The Harmonic Weighted Mass Index
Hinloopen, Jeroen; Wagenvoort, Rien; van Marrewijk, Charles - 2008
two balanced samples absent ties the finite sample distribution of the HWM index is derived. Simulations show that in most … cases unbalanced samples and ties have little effect on this distribution. The d-d plot allows for a straightforward … extension to the K-sample HWM index. As we have not been able to derive the distribution of the index for K>2, we simulate …
Persistent link: https://www.econbiz.de/10014213691
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Specification Testing in Hawkes Models
Gresnigt, Francine; Kole, Erik; Franses, Philip Hans - 2015
We propose various specification tests for Hawkes models based on the Lagrange Multiplier (LM) principle. Hawkes models can be used to model the occurrence of extreme events in financial markets. Our specific testing focus is on extending a univariate model to a multivariate model, that is, we...
Persistent link: https://www.econbiz.de/10011403545
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From Disorder to Order
Yue, Xiao-Guang; Cao, Yong; McAleer, Michael - 2015
In the physical sciences, order and disorder refer to the presence or absence of some symmetry or correlation in a many-particle system. It follows that it is important to examine whether there is any regularity hidden in the phase transition of the disorder-order relationship. In this paper a...
Persistent link: https://www.econbiz.de/10011403572