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An evaluation of tests of distributional forecasts
Noceti, Pablo; Smith, Jeremy; Hodges, Stewart D. - In: Journal of forecasting 22 (2003) 6/7, pp. 447-455
Persistent link: https://www.econbiz.de/10001836448
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ExploRing persistence in financial time series
Lee, David - 2000
Persistent link: https://www.econbiz.de/10001509570
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Advances in reliability
Balakrishnan, Narayanaswamy (contributor);  … - 2001 - 1. ed.
Persistent link: https://www.econbiz.de/10001573561
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A consistent test for the parametric distribution of regression disturbances
Baltagi, Badi H.; Li, Qi - In: Applying Kernel and nonparametric estimation to …, (pp. 3-24). 2000
Persistent link: https://www.econbiz.de/10001548454
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Testing the stable Paretian assumption
Paolella, Marc S. - 1999
Persistent link: https://www.econbiz.de/10001557006
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Berechnung von Prozeßfähigkeitsfaktoren bei nicht normalverteilten Daten
Hagen, Rainer vom; Möller, Holger; Mohr, Walter - 1999
Persistent link: https://www.econbiz.de/10001465495
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A characteristic exponent test for the cauchy distribution
Mulligan, Robert F. - In: Atlantic economic journal : AEJ 28 (2000) 4, pp. 491
Persistent link: https://www.econbiz.de/10001536437
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Numerical distribution functions of likelihood ratio tests for cointegration
MacKinnon, James G.; Haug, Alfred Albert; Michelis, Leo - In: Journal of applied econometrics 14 (1999) 5, pp. 563-577
Persistent link: https://www.econbiz.de/10001421501
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A modified Kolmogorov-Smirnov test for a rectangular distribution with unknown parameters : computation of the distribution of the test statistic
Schellhaas, Helmut - In: Statistical papers 40 (1999) 3, pp. 343-349
Persistent link: https://www.econbiz.de/10001401654