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A modified Corrado test for assessing abnormal security returns
Ataullah, Ali; Song, Xiaojing; Tippett, Mark - In: The European journal of finance 17 (2011) 7/8, pp. 589-601
Persistent link: https://www.econbiz.de/10009509842
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Optimal rank tests for symmetry against edgeworth-type alternatives
Cassart, Delphine; Hallin, Marc; Paindaveine, Davy - 2014
Persistent link: https://www.econbiz.de/10010483703
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Big assumptions for small samples in crop insurance
Hungerford, Ashley Elaine; Goodwin, Barry K. - In: Agricultural finance review 74 (2014) 4, pp. 477-491
Persistent link: https://www.econbiz.de/10011305891
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A unified approach to estimating and testing income distributions with grouped data
Chen, Yi-ting - In: Journal of business & economic statistics : JBES ; a … 36 (2018) 3, pp. 438-455
Persistent link: https://www.econbiz.de/10012249172
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A nonparametric specification test for the volatility functions of diffusion processes
Chen, Qiang; Hu, Meidi; Song, Xiaojun - In: Econometric reviews 38 (2019) 5, pp. 557-576
Persistent link: https://www.econbiz.de/10012181335
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A two-step method for testing many moment inequalities
Bai, Yuehao; Santos, Andres; Shaikh, Azeem M. - In: Journal of business & economic statistics : JBES ; a … 40 (2022) 3, pp. 1070-1080
Persistent link: https://www.econbiz.de/10013539439
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The delta expansion for the transition density of diffusion models
Lee, Yoon Dong; Song, Seongjoo; Lee, Eun-kyung - In: Journal of econometrics 178 (2014) 1, pp. 694-705
Persistent link: https://www.econbiz.de/10010257356
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The density control chart : a general approach for constructing a single chart for simultaneously monitoring multiple parameters
Chen, Hung-chia; Yeh, Arthur B.; Yen, Chia-ling; Chen, … - In: International journal of production research 50 (2012) 14, pp. 3904-3919
Persistent link: https://www.econbiz.de/10009620510
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Nonparametric tests of tail behavior in stochastic frontier models
Horrace, William C.; Wang, Yulong - In: Journal of applied econometrics 37 (2022) 3, pp. 537-562
Persistent link: https://www.econbiz.de/10013186698
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On a family of weighted Cramér-von Mises goodness-of-fit test in operational risk modeling
Mayorov, Kirill; Hristoskov, James; Balakrishnan, … - In: The journal of operational risk 12 (2017) 2, pp. 1-21
Persistent link: https://www.econbiz.de/10011775503