A Locally Most Mean Powerful Based Score Test for ARCH and GARCH Regression Disturbances

Locally Most Powerful Tests Based on Sequential Ranks

Sequential ranks of data X1, X2, . . . observed sequentially in time are defined as ranks computed from the data observed so far, denoting Rii the rank of Xi among the values X1, X2, . . . , Xi for any i. This paper studies tests of various hypotheses based on sequential ranks and derives such tests, which are locally most powerful among all tests based on sequential ranks. Such locally most po...

The behavior of locally most powerful tests

The locally most powerful (LMP) tests of the hypothesis H : 6 = 6Q against one-sided as well as two-sided alternatives are compared with several competitive tests, as the likelihood ratio tests, the Wald-type tests and the Rao score tests, for several distribution shapes and for location, shape and vector parameters. A simulation study confirms the importance of the condition of local unbiasedn...

Some Locally Most Powerful Rank Tests For Correlation

construction and validation of a computerized adaptive translation test (a receptive based study)

آزمون انطباقی رایانه ای (cat) روشی نوین برای سنجش سطح علمی دانش آموزان می باشد. در حقیقت آزمون های رایانه ای با سرعت بالایی به سمت و سوی جایگزین عملی برای آزمون های کاغذی می روند (کینگزبری، هاوسر، 1993). مقاله حاضر به دنبال آزمون انطباقی رایانه ای برای ترجمه می باشد. بدین منظور دو پرسشنامه مشتمل بر 55 تست ترجمه میان 102 آزمودنی و 10 مدرس زبان انگلیسی پخش گردید. پرسشنامه اول میان 102 دانشجوی س...

Glossary to ARCH (GARCH)

valuable comments and suggestions. Of course, I am solely to blame for any errors or omissions.