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Monotonicity of chi-square test statistics

Ryu, Keunkwan - 2003

This paper establishes monotonicity of the chi-square test statistic. As the more efficient parameter estimator is plugged into the test statistic, the degrees of freedom of the resulting chi-square test statistic monotonically increase.

Persistent link: https://www.econbiz.de/10010332263

Modelling lifetime dependence for older ages using a multivariate Pareto distribution

Alai, Daniel H.; Landsman, Zinoviy; Sherris, Michael - In: Insurance / Mathematics & economics 70 (2016), pp. 272-285

Persistent link: https://www.econbiz.de/10011597294