Local rank tests in a multivariate nonparametric relationship
نویسندگان
چکیده
منابع مشابه
Nonparametric multivariate rank tests and their unbiasedness
JANA JUREČKOVÁ1 and JAN KALINA2 1Department of Probability and Statistics, Charles University in Prague, Sokolovská 83, CZ-186 75 Prague 8, Czech Republic. E-mail: [email protected] 2EUROMISE Center, Department of Medical Informatics, Institute of Computer Science of the Academy of Sciences of CR, v.v.i., Pod Vodárenskou věží 2, CZ-182 07 Prague 8, Czech Republic. E-mail: kalina@euromi...
متن کاملApplication of Local Rank Tests to Nonparametric Regression
Let Yi = f(xi) + Ei (1 ≤ i ≤ n) with given covariates x1 < x2 < · · · < xn, an unknown regression function f and independent random errors Ei with median zero. It is shown how to apply several linear rank test statistics simultaneously in order to test monotonicity of f in various regions and to identify its local extrema.
متن کاملNonparametric Rank Tests for Non-Stationary Panels
We develop a set of nonparametric rank tests for non-stationary panels based on multivariate variance ratios which use untruncated kernels. As such, the tests do not require the choice of tuning parameters associated with bandwidth or lag length and also do not require choices with respect to numbers of common factors. The tests allow for unrestricted cross-sectional dependence and dynamic hete...
متن کاملMultivariate And Multistrata Nonparametric Tests: The NonParametric Combination Method
Researchers and practitioners in many scientific disciplines and industrial fields are often faced with complex problems when dealing with comparisons between two or more groups using classical parametric methods. The data arising from real problems rarely are in agreement with stringent parametric assumptions. The NonParametric Combination (NPC) methodology frees the researcher from stringent ...
متن کاملSimple Tests for Reduced Rank in Multivariate Regression
The present work proposes tests for reduced rank in multivariate regression coefficient matrices, under rather general conditions. A heuristic approach is to first estimate the regressions via standard methods, then compare the coefficient matrix rows (or columns) to assess their redundancy. A formal version of this approach utilizes the distance between an unrestricted coefficient matrix estim...
متن کاملذخیره در منابع من
با ذخیره ی این منبع در منابع من، دسترسی به آن را برای استفاده های بعدی آسان تر کنید
ژورنال
عنوان ژورنال: Journal of Econometrics
سال: 2008
ISSN: 0304-4076
DOI: 10.1016/j.jeconom.2007.03.001