نتایج جستجو برای: variance ratio test

تعداد نتایج: 1335794  

2017
Zhidong Bai Keyan Wang Wing Keung Wong Wing-Keung Wong

To circumvent the limitations of the tests for coefficients of variation and Sharpe ratios, we develop the mean-variance-ratio statistic to test the equality of the meanvariance ratios and prove that our proposed statistic is uniformly most powerful unbiased. In addition, we illustrate the applicability of our proposed test to compare the performances of stock indices.

Journal: :Journal of the Staple Inn Actuarial Society 1951

Journal: :Studies in Nonlinear Dynamics & Econometrics 2019

Journal: :Communications Faculty Of Science University of Ankara Series A1Mathematics and Statistics 2020

Journal: :Twin research and human genetics : the official journal of the International Society for Twin Studies 2006
Peter M Visscher

When using maximum likelihood methods to estimate genetic and environmental components of (co)variance, it is common to test hypotheses using likelihood ratio tests, since such tests have desirable asymptotic properties. In particular, the standard likelihood ratio test statistic is assumed asymptotically to follow a chi2 distribution with degrees of freedom equal to the number of parameters te...

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