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Statistical inferences and applications of nonparametric regression models based on fourier series [PDF]
This study develops statistical inference methods, including estimation and hypothesis testing procedures, which consist of partial and simultaneous tests for nonparametric regression models based on Fourier series approximations.
Suliyanto +3 more
doaj +2 more sources
A statistical inference framework for FSNBLR: Modeling underdeveloped regional status in Eastern Indonesia [PDF]
Persistent regional disparities in Indonesia, particularly in Eastern provinces, necessitate advanced modeling to understand underdevelopment determinants.
Muhammad Zulfadhli +4 more
doaj +2 more sources
Nonparametric Composite Hypothesis Testing in an Asymptotic Regime
submitted to Journal of Selected Topics in Signal ...
Qunwei Li, Biao Chen, Donald Bucci
exaly +3 more sources
Nonparametric Test of the Expected Utility Hypothesis [PDF]
AbstractA nonparametric test of the expected utility hypothesis is developed in this paper. The expected utility hypothesis is shown to hold if there exists a feasible solution to a particular system of linear inequalities. Furthermore, when a feasible solution exists, boundaries on the coefficient of absolute risk aversion can be calculated explicitly.
exaly +3 more sources
Two-sample Bayesian Nonparametric Hypothesis Testing
In this article we describe Bayesian nonparametric procedures for two-sample hypothesis testing. Namely, given two sets of samples $\mathbf{y}^{\scriptscriptstyle(1)}\;$\stackrel{\scriptscriptstyle{iid}}{\s im}$\;F^{\scriptscriptstyle(1)}$ and $\mathbf{y}^{\scriptscriptstyle(2 )}\;$\stackrel{\scriptscriptstyle{iid}}{\sim}$\;F^{\scriptscriptstyle( 2)}$,
David Stephens +2 more
exaly +6 more sources
A method for parameter hypothesis testing in nonparametric regression with Fourier series approach
Nonparametric regression model with the Fourier series approach was first introduced by Bilodeau in 1994. In the later years, several researchers developed a nonparametric regression model with the Fourier series approach.
Mustain Ramli +2 more
doaj +1 more source
Nonparametric performance hypothesis testing with the information ratio
This study proposes a nonparametric bootstrap-based test to compare performances between two portfolios in terms of their information ratio. This serves as an extension to the literature that tests performance between two portfolio investment strategies ...
Jacque Bon-Isaac Aboy, Joselito Magadia
doaj +1 more source
Methods for nonparametric statistics in scientific research. Overview. Part 1.
Daily, researcher faces the need to compare two or more observation groups obtained under different conditions in order to confirm or argue against a scientific hypothesis.
M. A. Nikitina, I. M. Chernukna
doaj +1 more source
A new method for testing a hypothesis of the independence of multidimensional random variables is proposed. The technique under consideration is based on the use of a nonparametric pattern recognition algorithm that meets a maximum likelihood criterion ...
I.V. Zenkov +4 more
doaj +1 more source
A Nonparametric Test of the Leverage Hypothesis [PDF]
The so-called leverage hypothesis is that negative shocks to prices/returns aect volatility more than equal positive shocks. Whether this is attributable to changing nancial 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.
Oliver Linton +2 more
openaire +3 more sources

