Results 81 to 90 of about 1,113,356 (231)
Testing the martingale difference hypothesis using integrated regression functions [PDF]
An omnibus test for testing a generalized version of the martingale difference hypothesis (MDH) is proposed. This generalized hypothesis includes the usual MDH, testing for conditional moments constancy such as conditional homoscedasticity (ARCH effects)
Escanciano, Juan Carlos, Velasco, Carlos
core +3 more sources
Analysis of trends of low flow in river stations in eastern Slovakia
The availability of using hypothesis test techniques to identify the long-term trends of hydrological time series is investigated in this study. The aim is to analyse trends of low flows at streams in eastern Slovakia, namely Poprad, Hornád, Bodva ...
Martina Zeleňáková +3 more
doaj +1 more source
A One-Sample Test for Normality with Kernel Methods [PDF]
We propose a new one-sample test for normality in a Reproducing Kernel Hilbert Space (RKHS). Namely, we test the null-hypothesis of belonging to a given family of Gaussian distributions.
Celisse, Alain, Kellner, Jérémie
core +2 more sources
Normally distributed Health Related Quality of Life Measures
Background: Non-normal distributions of Health Related Quality of Life (HRQoL) measures violate basic assumption of parametric statistical analysis.
Satyendra Chakrabartty
doaj +1 more source
A note on the Bandwidth choice when the null hypothesis is semiparametric [PDF]
This work presents a tool for the additivity test. The additive model is widely used for parametric and semiparametric modeling of economic data. The additivity hypothesis is of interest because it is easy to interpret and produces reasonably fast ...
Jorge Barrientos Marín
core
Bootstrap DEA and hypothesis testing [PDF]
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
Parametric testing statistical hypotheses for fuzzy random variables
In this paper, a method is proposed for testing statistical hypotheses about the fuzzy parameter of the underlying parametric population. In this approach, using definition of fuzzy random variables, the concept of the power of test and p value is ...
G. Hesamian, M. Shams
semanticscholar +1 more source
Genetic mapping of complex traits by minimizing integrated square errors
Background Genetic mapping has been used as a tool to study the genetic architecture of complex traits by localizing their underlying quantitative trait loci (QTLs). Statistical methods for genetic mapping rely on a key assumption, that is, traits obey a
Wu Song +4 more
doaj +1 more source
Generalized spectral tests for the martingale difference hypothesis [PDF]
^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

