This paper discusses some tests of lack-of-fit of a parametric regression model when errors form a long memory moving average process with the long memory parameter 0 < d < 1/2, and when design is non-random and uniform on [0, 1]. These tests are based on certain minimized distances between a nonparametric regression function estimator and the parametric model being fitted. The paper investigat...

Most of ex-ante impact assessment policy models have been based on a parametric approach. We develop a novel non-parametric approach, called Inverse DEA. We use non parametric efficiency analysis for determining the farm’s technology and behaviour. Then, we compare the parametric approach and the Inverse DEA models to a known data generating process. We use a bio-economic model as a data genera...

Using two sets of data, including daily prices (open, close, high and low) of all S&P 500 stocks between 1992 and 1996, we perform a satistical test of the predictive capability of candlestick patterns. Out-of-sample tests indicate statistical signiŽcance at the level of 36 standard deviations from the null hypothesis, and indicate a proŽt of almost 1% during a two-day holding period. An essent...

Cluster-based permutation tests are widely used in neuroscience studies for the analysis of high-dimensional electroencephalography (EEG) and event-related potential (ERP) data as it may address multiple comparison problem without reducing statistical power. However, classical cluster-based relies on parametric t-tests, whose assumptions not be verified case non-normality distribution alternati...

The application of ergonomics in product design is essential to its accessibility and usability. The development of manual devices should be based on ergonomic principles. Effort perception analysis is an essential approach to understand the physical and subjective aspects of the interface. The objective of the present study was to analyze the effort perception during a simulated task with diff...

This paper compares empirical type I error and power of different tests that have been proposed to assess the homogeneity of within-group variances, prior to anova. The tests of homogeneity of variance (THV) compared in this study are: Bartlett's test, the Scheffé-Box log-anova test, Cochran’s C test and Box’s M test, in their parametric and permutational forms. The main questions addressed in ...