Showing 111 - 116 of 116
We provide a new bivariate distribution with beta marginal distributions, positive probability over the unit square, and correlations over the full range. We discuss its extension to three or more dimensions.
Persistent link: https://www.econbiz.de/10011115959
The class of Dirichlet random vectors is central in numerous probabilistic and statistical applications. The main result of this paper derives the exact tail asymptotics of the aggregated risk of powers of Dirichlet random vectors when the radial component has df in the Gumbel or the Weibull...
Persistent link: https://www.econbiz.de/10011116239
In its favor, the common Kolmogorov–Smirnov test: 1) is distribution-free and non- parametric, 2) provides uniform confidence bands for the CDF by inversion, 3) may be interpreted as a family of pointwise tests controlling the familywise error rate, 4) can be calibrated to have exact...
Persistent link: https://www.econbiz.de/10011165843
We provide novel methods for inference on quantile treatment effects in both uncon- ditional and conditional (nonparametric) settings. These methods achieve high-order accuracy by using the probability integral transform and a Dirichlet (rather than Gaus- sian) reference distribution. We propose...
Persistent link: https://www.econbiz.de/10011165845
For centuries, Alfred the Great was judged to have translated several Latin texts into Old English. Many scholars, however, have expressed doubt whether Alfred could have done all of this work. With the availability of the Old English Corpus in electronic form, it is feasible to subject the...
Persistent link: https://www.econbiz.de/10005278959
Configural Frequency Analysis (CFA) asks whether a cell in a cross-classification contains more or fewer cases than expected with respect to some base model. This base model is specified such that cells with more cases than expected (also called types) can be interpreted from a substantive...
Persistent link: https://www.econbiz.de/10005278996