منابع مشابه
On Nonparametric Tests of Positivity / Monotonicity / Convexity
We consider the problem of estimating the distance from an unknown signal, observed in a white-noise model, to convex cones of positive/monotone/convex functions. We show that, when the unknown function belongs to a Hölder class, the risk of estimating the Lr -distance, 1 ≤ r < ∞, from the signal to a cone is essentially the same (up to a logarithmic factor) as that of estimating the signal its...
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We suggest a biased-bootstrap method for monotonising general linear, kernel-type estimators, for example local linear estimators and Nadaraya-Watson estimators. Attributes of our approach include the fact that it produces smooth estimates, that is applicable to a particularly wide range of estimator types, and that it can be employed after the smoothing step has been implemented. Therefore , a...
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Glossary Hypothesis A hypothesis is a statement concerning the (joint) distribution underlying the observed data. Nonparametric test In contrast to a parametric test, a nonparametric test does not presume a particular parametric structure concerning the data generating process. Serial dependence Statistical dependence among time series observations.
متن کاملNonparametric Tests for Interchangeability
Some nonparametric tests for the hypothesis of interchangeability of the elements of a (stochastic) 2-vector under competing risks model are proposed and studied here. Both fixed sample and sequential procedures are studied. The case of progressively censored nonparametric procedures is also presented. Along with some martingale theorems on allied rank statistics, their weak convergence results...
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To decide whether a given sequence is “truely” random, or independent and identically distributed, we need to resort to nonparametric tests for randomness. Six tests: the ordinary run test, the sign test, the runs up and down test, the Mann-Kendall test, the Bartels’ rank test and the test based on entropy estimators are introduced in this report and their weaknesses are analyzed. Combining the...
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ژورنال
عنوان ژورنال: Journal of Econometrics
سال: 2014
ISSN: 0304-4076
DOI: 10.1016/j.jeconom.2014.03.005