Consistency Tests Based on Moments

Efficient Moments-based Permutation Tests

In this paper, we develop an efficient moments-based permutation test approach to improve the test's computational efficiency by approximating the permutation distribution of the test statistic with Pearson distribution series. This approach involves the calculation of the first four moments of the permutation distribution. We propose a novel recursive method to derive these moments theoretical...

Consistency and robustness of tests and estimators based on depth

In this article it is shown that data depth does not only provide consistent and robust estimators but also consistent and robust tests. Thereby, consistency of a test means that the Type I (α) error and the Type II (β) error converge to zero with growing sample size in the interior of the nullhypothesis and the alternative, respectively. Robustness is measured by the breakdown point which depe...

Consistency of a Method of Moments Estimator Based on Numerical Solutions to Asset Pricing Models

Consistency of a method of moments estimator based on numerical solutions to asset pricing models. This paper considers the properties of estimators based on numerical solutions to a class of economic models. In particular, the numerical methods discussed are those applied in the solution of linear integral equations, specifically Fred-holm equations of the second kind. These integral equations...

the washback effect of discretepoint vs. integrative tests on the retention of content in knowledge tests

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Goodness-of-Fit Tests Based on Correcting Moments of Entropy Estimators