Results 71 to 80 of about 388,737 (200)

Does Hysteresis in Unemployment Occur in OECD Countries? Evidence from Parametric and Non-Parametric Panel Unit Roots Tests [PDF]

This study tests the hysteresis hypothesis of unemployment in fourteen OECD countries by examining the stationarity of unemployment rates using several panel unit root tests.
Chia, Ricky Chee-Jiun, Liew, Venus Khim-Sen, Puah, Chin-Hong   +2 more
core   +1 more source

Analysis of Nonparametric and Parametric Criteria for Statistical Hypotheses Testing. Chapter II. Agreement Criteria of Romanovsky, Student and Fisher

Статистика України, 2019
Any assumptions or waiting for that or another distribution of random values are statistical hypotheses. The objective knowledge about hypotheses can obtain always using the spatial statistical tests that are named agreement criteria.
F. V. Motsnyi
doaj   +1 more source

Bootstrap DEA and hypothesis testing [PDF]

, 2012
Bootstrapping non-parametric models is a fairly complicated exercise which is associated with implicit assumptions or requirements that are not always obvious to the non-expert user. Bootstrap DEA is a significant development of the past decade; however,
Tziogkidis, Panagiotis
core  

Month of the year effect in the cryptocurrency market and portfolio management

European Journal of Management Issues, 2019
Purpose – to investigate the Month of the year effect in the cryptocurrency market. Design/Method/Research Approach. A number of parametric and non-parametric technics are used, including average analysis, Student's t-test, ANOVA, Kruskal-Wallis ...
Alex Plastun, Anna Oleksandrivna Drofa, Tetyana Viktorivna Klyushnik   +2 more
doaj   +1 more source

Generalized spectral tests for the martingale difference hypothesis [PDF]

, 2003
^aThis article proposes a test for the Martingale Difference Hypothesis (MDH) using dependence measures related to the characteristic function. The MDH typically has been tested using the sample autocorrelations or in the spectral domain using the ...
Escanciano, Juan Carlos, Velasco, Carlos
core   +2 more sources

Asymptotic robustness of Kelly's GLRT and Adaptive Matched Filter detector under model misspecification

, 2017
A fundamental assumption underling any Hypothesis Testing (HT) problem is that the available data follow the parametric model assumed to derive the test statistic.
Fortunati, S., Gini, F., Greco, M. S.
core  

The Size Distortion of Bootstrap Tests [PDF]

Bootstrap tests are tests for which the significance level is calculated by some sort of bootstrap procedure, which may be parametric or nonparametric. We provide a theoretical framework in which to study the size distortions of bootstrap P values.
James G. MacKinnon, Russell Davidson
core  

Testing for cointegration using induced-order statistics. [PDF]

In this paper we explore the usefulness of induced-order statistics in the characterization of integrated series and of cointegration relationships. We propose a non-parametric test statistic for testing the null hypothesis of two independent random ...
Escribano, Álvaro, Santos, T., Sipols, Ana E.   +2 more
core  

Laplace transform technique and probabilistic analysis-based hypothesis testing in medical and engineering applications

Open Physics
This study introduces a novel nonparametric hypothesis test designed to evaluate exponentiality against the New Better than Renewal Used in Moment Generating Function (NBRUmgf) class.
Bakr Mahmoud E., Gadallah Alaa M., Balogun Oluwafemi Samson, El-Toony Asmaa A.   +3 more
doaj   +1 more source

A Local Examination for Persistence in Exclusions-from-Core Measures of Inflation Using Real-Time Data [PDF]

Using parametric and nonparametric methods, inflation persistence is examined through the relationship between exclusions-from-core inflation and total inflation for two sample periods and in five in-sample forecast horizons ranging from one quarter to ...
Tierney, Heather L.R.
core   +1 more source