The generalized likelihood ratio (GLR) test has been proposed by Fan, Zhang and Zhang (2001) as a generally applicable method to test parametric, semiparametric or nonparametric models against nonparametric alternatives. It is a natural extension of the maximum likelihood ratio test for a parametric model and fully inherits the advantages of classical likelihood ratio tests. Both true likelihoo...

Asymptotic Relative Efficiency ] was pleased to read "Promise in Nonparametrics" by Royeen and Seaver (March, ] 986). As the authors state, analysis of data by non parametric methods when the strong assumptions for parametric counterparts cannot be met provides the researcher with effective statistical procedures that may be more realistic and valid in a given situation. It is also interesting ...

The population bioequivalence of two measurements is considered via diierentiable statistical functionals. This approach leads to eecient nonparame-tric bioequivalence tests given by the canonical gradient of the functional. The results are based on an asymptotic comparison of nonparametric power functions of rank tests. The bioequivalence regions are determined by implicit alternatives speciie...

We examine the daily dependence and directional predictability between returns of crude oil Crude Oil Volatility Index (OVX). Unlike previous studies, we apply a battery quantile-based techniques, namely quantile unit root test, causality-in-quantiles cross-quantilogram approach. Our main results show evidence significant bi-directional that is quantile-dependent asymmetric. A positive Granger ...

Abstract This paper investigates the relationship between fiscal and external deficits in five European Union countries (Greece, Ireland, Italy, Portugal, Spain) using quarterly data for period 1980:1–2020:1. Literature on these series used linear techniques, but generally reported inconclusive results. Nonlinearity has been overlooked even though policy is likely to exhibit nonlinearity due it...

A computer program package for parametric ad nonparametric linear system identification of both static and dynamic biological data, written for an LSI-11 minicomputer with 28 K of memory, is described. The program has 11 possible commands including an instructional help command. A user can perform nonparametric spectral analysis and estimation of autocorrelation and partial autocorrelation func...