نتایج جستجو برای: nonparametric test

تعداد نتایج: 826924  

2012
Oliver Linton Yoon-Jae Whang Yu-Min Yen

The so-called leverage hypothesis is that negative shocks to prices/returns affect volatility more than equal positive shocks. Whether this is attributable to changing financial leverage is still subject to dispute but the terminology is in wide use. There are many tests of the leverage hypothesis using discrete time data. These typically involve fitting of a general parametric or semiparametri...

Journal: :Health reports 1996
D Ford F Nault

From 1974 to 1994, the number of children Canadian women are likely to have during their lifetime decreased. This downturn in fertility meant that the annual number of live births rose only slightly during this period, even though it marked the prime childbearing years for the baby-boom generation. As they pursued higher education and employment in the paid workforce, women have postponed child...

2009
Verónica A. González-López V. A. GONZÁLEZ-LÓPEZ

We propose a new nonparametric test for the supposition of independence between two continuous random variables X and Y. Given a sample of (X,Y ), the test is based on the size of the longest increasing subsequence of the permutation which maps the ranks of the X observations to the ranks of the Y observations. We identify the independence assumption between the two continuous variables with th...

2001
Wei Jiang

In this paper, we propose a nonparametric test for market timing ability and apply the analysis to a large sample of mutual funds that have different benchmark indices. The test statistic is formed to proxy the probability that a manager loads on more market risk when the market return is relatively high. The test (i) only requires the ex post returns of funds and their benchmark portfolios; (i...

2002
George Kapetanios

This paper suggests a new nonparametric testing procedure for determining the rank of nonstationary multivariate cointegrated systems. The asymptotic properties of the procedure are determined and a Monte Carlo study is carried out.

2006

A procedure for testing equality across nonparametric regressions is proposed The proce dure allows for any dimension of the explanatory variables and for any number of subsamples We consider the case of random explanatory variables and allow the designs of the regressors and the number of observations to di er across subsamples The division into subsamples is de ned through a variable C which ...

2007
Pascal Lavergne Valentin Patilea

We develop a novel approach to consistent checks of parametric regression models when many regressors are present. The principle is to replace the nonparametric alternative by a class of semiparametric alternatives, namely single-index models, that is rich enough to allow detection of any nonparametric alternative. We propose an omnibus test based on the kernel method that performs against a se...

Journal: :Biometrics 1994
D J Best

Scholz and Stephens (1987, Journal of the American Statistical Association 82, 918-924) proposed a nonparametric k-sample Anderson-Darling statistic for grouped data. This note demonstrates that a partition-of-chi 2 method may give a more powerful nonparametric test, particularly when alternatives other than location shift are important. A taste-test example provides motivation.

Journal: :veterinary research forum 2013
hossein naghili hossein tajik karim mardani seyed mehdi razavi rouhani ali ehsani

drop plate technique has a priority and preference compared with the spread plate procedure, because of less time, quantity of media, effort requirement, little incubator space, and less labor intensive. the objective of this research was to compare the accuracy and fidelity of drop plate method vs. spread plate method by parametric and nonparametric statistical tests. for bacterial enumeration...

Journal: :Anais da Academia Brasileira de Ciencias 2012
Fábio M Breunig Lênio S Galvão Antônio R Formaggio José C N Epiphanio

Directional effects introduce a variability in reflectance and vegetation index determination, especially when large field-of-view sensors are used (e.g., Moderate Resolution Imaging Spectroradiometer - MODIS). In this study, we evaluated directional effects on MODIS reflectance and four vegetation indices (Normalized Difference Vegetation Index - NDVI; Enhanced Vegetation Index - EVI; Normaliz...

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