Showing 1 - 10 of 133
Area statistics are sample versions of areas occuring in a probability plot of two distribution functions F and G. This paper gives a unified basis for five statistics of this type. They can be used for various testing problems in the framework of the two sample problem for independent...
Persistent link: https://www.econbiz.de/10010304649
Eine Steuerung der Siedlungsentwicklung, die dem Flächensparziel verpflichtet ist, erfordert ein genaues Monitoring. Dieser Beitrag beschreibt, wie die Flächenneuinanspruchnahme für Siedlungs- und Verkehrszwecke mit verschiedenen Planverfahren in Deutschland zusammenhängt. Am Beispiel 30...
Persistent link: https://www.econbiz.de/10012301872
Ab dem Berichtsjahr 2023 wird für die amtliche Flächenstatistik ein überarbeiteter Nutzungsartenkatalog zum Einsatz kommen. Anlass hierfür ist ein in der Vermessungs­- und Katasterverwaltung durchgeführter und von der Statistik begleiteter Paradigmenwechsel, dem eine neue Sicht auf die...
Persistent link: https://www.econbiz.de/10012167844
A test for serial independence is proposed which is related to the BDS test but focuses on tail event probabilities rather than probabilities near the center of the distribution. The motivation behind this approach is to obtain a test more suitable for detecting structure in the tails, such as...
Persistent link: https://www.econbiz.de/10010324850
Tests for serial independence and goodness-of-fit based on divergence notions between probability distributions, such as the Kullback-Leibler divergence or Hellinger distance, have recently received much interest in time series analysis. The aim of this paper is to introduce tests for serial...
Persistent link: https://www.econbiz.de/10010325428
We derive a nonparametric test for constant (continuous) beta over a fixed interval of time. Continuous beta is defined as the ratio of the continuous covariation between an asset and observable risk factor (e.g., the market return) and the continuous variation of the latter. Our test is based...
Persistent link: https://www.econbiz.de/10010333208
Nonparametric unit-root tests are a useful addendum to the tool-box of time-series analysis. They tend to trade off power for enhanced robustness features. We consider combinations of the RURS (seasonal range unit roots) test statistic and a variant of the level-crossings count. This combination...
Persistent link: https://www.econbiz.de/10010368247
The transferable utility hypothesis underlies important theoretical results in household economics. We provide a revealed preference framework for bringing this (theoretically appealing) hypothesis to observational data. We establish revealed preference conditions that must be satisfied for...
Persistent link: https://www.econbiz.de/10011599534
This work consists of two parts: First, it is shown that for a two-dimensional commodity space any homothetic utility function that rationalizes each pair of observations in a set of consumption data also rationalizes the entire set of observations. The result is stated as a pairwise version of...
Persistent link: https://www.econbiz.de/10010264708
Revealed Preference offers nonparametric tests for whether consumption observations can be rationalized by a utility function. If a consumer is inconsistent with GARP, we might need a measure for the severity of inconsistency. One widely used measure is the Afriat efficiency index (AEI). We...
Persistent link: https://www.econbiz.de/10010271072