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An exact test for a column of the covariance matrix based on a single observation

Bodnar, Taras; Gupta, Arjun K. - In: Metrika : international journal for theoretical and … 76 (2013) 6, pp. 847-855

Persistent link: https://www.econbiz.de/10010152283

Jackknife empirical likelihood method for testing the equality of two variances

Chen, Ying-Ju; Ning, Wei; Gupta, Arjun K. - In: Journal of Applied Statistics 42 (2015) 1, pp. 144-160

In this paper, we propose a nonparametric method based on jackknife empirical likelihood ratio to test the equality of two variances. The asymptotic distribution of the test statistic has been shown to follow χ-super-2 distribution with the degree of freedom 1. Simulations have been conducted...

Persistent link: https://www.econbiz.de/10010976121

A new process capability index

Gupta, Arjun K. - In: Metrika : international journal for theoretical and … 45 (1997) 3, pp. 213-224

Persistent link: https://www.econbiz.de/10001220700

Normal and logistic random variables : distribution of the linear combination

Gupta, Arjun K.; Nadarajah, Saralees - In: Statistical papers 49 (2008) 2, pp. 201-209

Persistent link: https://www.econbiz.de/10003644477

A compound beta distribution with applications in finance

Nadarajah, Saralees; Gupta, Arjun K. - In: Statistical methods & applications : SMA ; journal of … 16 (2007) 1, pp. 69-83

Persistent link: https://www.econbiz.de/10003489176

A New Process Capability Index

Gupta, Arjun K.; Kotz, Samuel - 1997

Persistent link: https://www.econbiz.de/10014060354

Robustness of the inference procedures for the global minimum variance portfolio weights in a skew-normal model

Bodnar, Taras; Gupta, Arjun K. - In: The European journal of finance 21 (2015) 13/15, pp. 1176-1194

Persistent link: https://www.econbiz.de/10011419827