Results 11 to 20 of about 8,105,492 (290)

A Consistent Nonparametric Test for Granger Non-Causality Based on the Transfer Entropy [PDF]

open access: yesEntropy, 2020
To date, testing for Granger non-causality using kernel density-based nonparametric estimates of the transfer entropy has been hindered by the intractability of the asymptotic distribution of the estimators. We overcome this by shifting from the transfer
Cees Diks, Hao Fang
doaj   +2 more sources

Nonparametric Strategy Test

open access: yesProceedings of the International Florida Artificial Intelligence Research Society Conference
We present a nonparametric statistical test for determining whether an agent is following a given mixed strategy in a repeated strategic-form game given samples of the agent's play.
Sam Ganzfried
doaj   +5 more sources

How to use χ2 test correctly——the likelihood ratio test and the six nonparametric tests of the survival data and the implementation of the SAS software

open access: yesSichuan jingshen weisheng, 2021
The purpose of this article was to introduce the likelihood ratio test, six nonparametric tests, and the SAS implementation of the survival data. Based on the assumption that the survival data had the exponential distribution, the likelihood ratio test ...
Hu Chunyan, Hu Liangping
doaj   +1 more source

NONPARAMETRIC SIGNIFICANCE TESTING [PDF]

open access: yesEconometric Theory, 2000
A procedure for testing the significance of a subset of explanatory variables in a nonparametric regression is proposed. Our test statistic uses the kernel method. Under the null hypothesis of no effect of the variables under test, we show that our test statistic has an nhp2/2 standard normal limiting distribution, where p2 is the dimension of ...
Lavergne, Pascal, Vuong, Quang H.
openaire   +5 more sources

Two-Sample Nonparametric Test of Homogeneity [PDF]

open access: yesThe Egyptian Statistical Journal, 2000
Given independent multivariate random samples x1, x2, ..., xnand y1, y2….yn   from distributions F and G, a test is desired for Ho: F = G against general alternatives.
Ali Barakat
doaj   +1 more source

A Nonparametric Approach for Testing Long Memory in Stock Returns’ Higher Moments

open access: yesMathematics, 2022
In this paper, by considering a model-based approach for conditional moment estimation, a nonparametric test was performed to study the long-memory property of higher moments.
Massimiliano Giacalone   +1 more
doaj   +1 more source

Test for Linearity in Non-Parametric Regression Models

open access: yesAustrian Journal of Statistics, 2022
The problem of checking the linearity of a regression relationship is addressed. The test uses nonparametric estimation techniques. The null hypothesis is that the regression function is linear; it is tested against the non-specic alternatives hypotheses.
Khedidja Djaballah-Djeddour   +1 more
doaj   +3 more sources

Application of Multivariate Statistics for the Identification of Possible Sources of Metal Elements in Soil of Waste Disposal Site in Khulna [PDF]

open access: yesIranica Journal of Energy and Environment, 2018
The main focus of present study was to demonstrate the possible generation sources of metal contamination in soil. The only authorized waste disposal site at Rajbandh located at Khulna in Bangladesh.
S. Khair, I. M. Rafizul
doaj   +1 more source

Likelihood Ratio Test and Non-parametric Test for Load Sharing

open access: yesAustrian Journal of Statistics, 2021
In present article, we propose a likelihood ratio test and a non-parametric test for testing the load sharing effect observed in the two component parallel load sharing system.
Santosh Shashikant Sutar
doaj   +1 more source

A nonparametric test of exogeneity [PDF]

open access: yes, 2004
This paper is concerned with inference about a function g that is identified by a conditional moment restriction involving instrumental variables. The function is nonparametric. It satisfies mild regularity conditions but is otherwise unknown. The paper
Richard Blundell   +5 more
core   +1 more source

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