نتایج جستجو برای: smirnov nonparametric test
تعداد نتایج: 828194 فیلتر نتایج به سال:
By employing two systemic risk methods, the marginal expected shortfall (MES) and component (CES), this paper measures level of all sectors in China’s financial market from 2014 to 2022; thereby, it researches total effect sectoral using a panel event study model during three main emergency crisis events. Moreover, nonparametric methods are utilized, Wilcoxon signed rank sum test bootstrap Kolm...
In statistics, two-sample tests are used to determine whether two samples have been drawn from the same population. A widely used test as such is the Kolmogorov-Smirnov two-sample test. There are other distribution-free tests which might be applied in similar occasions. In this article, we describe a two-sample omnibus test introduced by Epps and Singleton, which has – albeit being distribution...
many commonly used statistical methods require that the population distribution be nearly normal. unfortunately, in some papers the one-sample kolmogorov-smirnov test has been used for testing normality while the assumptions of applying this test are not satisfied. to conduct this test, it is assumed that the population distribution is fully specified. in practical situation where the mean and ...
Unobserved heterogeneous treatment effects have been emphasized in the recent policy evaluation literature (see, e.g., Heckman and Vytlacil (2005, Econometrica 73, 669–738)). This paper proposes a nonparametric test for unobserved effect model with binary assignment, allowing individuals’ self-selection to treatment. Under standard local average assumptions, i.e., no defiers condition, we deriv...
The first part of this paper gives some general consistency theorems for the maximum product of spacings (MPS) method, an estimation method related to maximum likelihood. The second part deals with nonparametric estimation of a concave (convex) distribution and more generally a unimodal distribution, without smoothness assumptions on the densities. The MPS estimator for a distribution function ...
نمودار تعداد نتایج جستجو در هر سال
با کلیک روی نمودار نتایج را به سال انتشار فیلتر کنید