In this paper, we propose a new diagnostic test for residual cross–section independence in a nonparametric panel data model. The proposed nonparametric cross–section dependence (CD) test is a nonparametric counterpart of an existing parametric CD test proposed in Pesaren (2004) for the parametric case. We establish an asymptotic distribution of the proposed test statistic under the null hypothe...

This paper considers a class of nonparametric autoregression models with nonstationarity in the mean and then a class of nonparametric time series regression models with nonstationarity in both the conditional mean and conditional variance. For the nonparametric autoregression case, we propose a nonparametric unit–root test for the conditional mean. For the nonparametric time series regression ...

This paper presents a test for exogeneity of explanatory variables that minimizes the need for auxiliary assumptions that are not required by the definition of exogeneity. It concerns inference about a non-parametric function g that is identified by a conditional moment restriction involving instrumental variables (IV). A test of the hypothesis that g is the mean of a random variable Y conditio...

Abstract: This paper deals with nonparametric inference for second order stochastic dominance of two random variables. If their distribution functions are unknown they have to be inferred from observed realizations. Thus, any results on stochastic dominance are in uenced by sampling errors. We establish two methods to take the sampling error into account. The rst one is based on the asymptotic ...

This study presents the calculated reference interval for the disc-to-macula distance to disc diameter ratio (DM:DD) based on a large population of healthy Japanese adults.A total of 308 consecutive, healthy Japanese adults were examined in this prospective observational study. Eighteen subjects were also excluded because of poor quality of the fundus photograph of one or both eyes; 290 (161 me...

When dealing with classical spike train analysis, the practitioner often performs goodness-of-fit tests to test whether the observed process is a Poisson process, for instance, or if it obeys another type of probabilistic model (Yana et al. in Biophys. J. 46(3):323-330, 1984; Brown et al. in Neural Comput. 14(2):325-346, 2002; Pouzat and Chaffiol in Technical report, http://arxiv.org/abs/arXiv:...

Many works have been carried out to compare the efficiency of several goodness of fit procedures for identifying whether or not a particular distribution could adequately explain a data set. In this paper a study is conducted to investigate the power of several goodness of fit tests such as Kolmogorov Smirnov (KS), Anderson-Darling(AD), CramervonMises (CV) and a proposed modification of Kolmogo...

Let ~o denote an arbitrary non-parametric unbiased test for a Gaussian shift given by an infinite dimensional parameter space. Then it is shown that the curvature of its power function has a principal component decomposition based on a Hilbert Schmidt operator. Thus every test has reasonable curvature only for a finite number of orthogonal directions of alternatives. As application the two-side...

We present an updated analysis of the solar neutrino problem in terms of both Mikheyev-Smirnov-Wolfenstein (MSW) and vacuum neutrino oscillations , with the inclusion of the preliminary data collected by the Su-perKamiokande experiment during 306.3 days of operation. In particular, the observed energy spectrum of the recoil electrons from 8 B neutrino scattering is discussed in detail and is us...

The two possible Mikheyev-Smirnov-Wolfenstein (MSW) solutions of the solar neutrino problem (one at small and the other at large mixing angle), up to now tested mainly through absolute neutrino ux measurements, require ux-independent tests both for a decisive connrmation and for their discrimination. To this end, we perform a joint analysis of various ux-independent observables that can be meas...