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Tests for the second order stochastic dominance based on L-statistics

Berrendero, José R.; Cárcamo, Javier - In: Journal of business & economic statistics : JBES ; a … 29 (2011) 2, pp. 260-270

Persistent link: https://www.econbiz.de/10009159997

Hypothesis testing : a statistical procedure for testing the validity of claims

Vasilopoulos, Athanasios - In: Review of business : interdisciplinary journal on risk … 32 (2011/12) 1, pp. 89-110

Persistent link: https://www.econbiz.de/10009509283

Comparisons of Shewhart-type rank based control charts for monitoring location parameters of univariate processes

Mukherjee, Amitava; Sen, Rudra - In: International journal of production research 53 (2015) 14, pp. 4414-4445

Persistent link: https://www.econbiz.de/10011303724

Przestrzeń w badaniach ekonomicznych : monografia

Szajt, Marek - 2014

Persistent link: https://www.econbiz.de/10011305006

A multivariate linear rank test of independence based on a multiparametric copula with cubic sections

Mangold, Benedikt - 2015

This paper generalizes the locally optimal linear rank test based on copula from Shirahata (1974) resp. Guillén and Isabel (1998) and Genest et al. (2006) to p dimensions and introduces a new X2-type test for global independence (Nelsen test). The test is compared to similar nonparametric tests...

Persistent link: https://www.econbiz.de/10011333620

Nonparametric tests of moment condition stability

Juhl, Ted; Xiao, Zhijie - In: Econometric theory 29 (2013) 1, pp. 90-114

Persistent link: https://www.econbiz.de/10009747869

Multisource Bayesian sequential binary hypothesis testing problem

Dayanik, Savas; Sezer, Semih O. - 2012

Persistent link: https://www.econbiz.de/10009710235

Testing linear restrictions on cointegration vectors : sizes and powers of Wald tests in finite samples

Haug, Alfred Albert - 1999

The Wald test for linear restrictions on cointegrating vectors is compared infinite samples using the Monte Carlo method. The Wald test within the vector error-correction based methods of Bewley et al (1994) and of Johansen (1991), the canonical cointegration method of Park (1992) the dynamic...

Persistent link: https://www.econbiz.de/10009793260

Improving the power of tests of stochastic dominance

Donald, Stephen G.; Hsu, Yu-Chin - In: Econometric reviews 35 (2016) 1/4, pp. 553-585

Persistent link: https://www.econbiz.de/10011550043

Encompassing : formulation, properties and testing

Dhaene, Geert - 1997

Persistent link: https://www.econbiz.de/10011519886

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