نتایج جستجو برای: non parametric

تعداد نتایج: 1361026  

Journal: :Psychometrika 2010
Mortaza Jamshidian Siavash Jalal

Test of homogeneity of covariances (or homoscedasticity) among several groups has many applications in statistical analysis. In the context of incomplete data analysis, tests of homoscedasticity among groups of cases with identical missing data patterns have been proposed to test whether data are missing completely at random (MCAR). These tests of MCAR require large sample sizes n and/or large ...

Journal: :ecopersia 2013
ali reza nafarzadegan hossein ahani vijay p. singh mehrzad kherad

evapotranspiration is one of the most important components of the hydrological cycle which is directly influenced by atmospheric conditions. this study investigated annual and seasonal trends in reference evapotranspiration (et0) and its key influencing climatic variables during 1966-2005 at 10 stations in southern iran (with centrality of fars province). first, multivariate regression analysis...

Journal: :Brazilian journal of biology = Revista brasleira de biologia 2006
J M Barbosa S S S Brugiolo J Carolsfeld S S Leitão

In this study, the effect of initial heterogeneity of weight and density on heterogeneous growth (HetG) evaluated by the coefficient of the variation of weight in the young Nile tilapia Oreochromis niloticus of the territorial species was tested. Fish were maintained in a glass aquarium (8 and 2 L of water) with two levels of initial heterogeneity of weight: low and high, under two density cond...

2007
Carlos P. Barros Laurent Cavaignac Nicolas Peypoch

In this paper we show how the Färe, Grosskopf and Lovell (1985) input congestion nonparametric test can be performed to reach a statistical conclusion. To achieve this goal, we use Simar and Wilson (1998, 2000) radial distance functions bootstrap technique. An empirical illustration on airports congestion is provided. The results show that the technology is globally congested and that nine of t...

Journal: :The oncologist 2014
Bostjan Seruga Aleksander Sadikov Eduardo L Cazap Lucia Beatriz Delgado Raghunadharao Digumarti Natasha B Leighl Mohamed M Meshref Hironobu Minami Eliezer Robinson Nise Hitomi Yamaguchi Doug Pyle Tanja Cufer

BACKGROUND There are concerns about growing barriers to cancer research. We explored the characteristics of and barriers to global clinical cancer research. METHODS The American Society of Clinical Oncology International Affairs Committee invited 300 selected oncologists with research experience from 25 countries to complete a Web-based survey. Fisher's exact test was used to compare answers ...

2013
M. A. W. Mahmoud M. E. Moshref A. M. Gadallah

athemat s.2012.1 Abstract In this article we introduce new classes of life distributions namely harmonic new better (worse) than used in expectation after specific age t0 HNBUE t0 (HNWUE t0). The closure properties under various reliability operations such as convolution, mixture, mixing and the homogeneous Poisson shock model of these classes are studied. Furthermore, nonparametric test is pro...

2005
Joachim Wagner

German Works Councils and Productivity: First Evidence from a Nonparametric Test This paper presents the first nonparametric test whether German works councils go hand in hand with higher labor productivity or not. It distinguishes between establishments that are covered by collective bargaining or not. Results from a Kolmogorov-Smirnov test for first order stochastic dominance tend to indicate...

2015
P. N. Patil

A new nonparametric test of independence between the components of bivariate random vectors .X; Y / is motivated and evaluated in practice. The test statistics is based on the fact that under independence, every quantile of Y given X D x is constant. This is in contrast to the most commonly used basis that the joint probability density or distribution function ofX and Y , equals to the product ...

2008
Suzanne S. Lee Per A. Mykland Ruey Tsay Pietro Veronesi Ron Gallant

Asset prices observed in financial markets combine equilibrium prices and market microstructure noise. In this paper, we study how to tell apart large shifts in equilibrium prices from noise using high frequency data. We propose a new nonparametric test which allows us to asymptotically remove the noise from observable price data and to discover jumps in fundamental asset values. We provide its...

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